+45.8%
TNA vs STZ
-11.8%
+57.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -7.3% | -4.5% | -2.8% | -6.4% |
| 30D | -14.2% | -8.6% | -5.6% | -12.7% |
| 3M | -4.6% | -13.8% | +9.2% | -1.8% |
| 6M | +36.9% | -17.2% | +54.1% | +41.7% |
| YTD | +42.5% | -9.4% | +51.9% | +34.8% |
| 1Y | +45.8% | -11.9% | +57.6% | +38.4% |
| All | +45.8% | -11.8% | +57.6% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling