+102.5%
TNA vs STZ
-49.0%
+151.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -4.0% |
| 7D | -7.6% | -4.1% | -3.5% | -5.6% |
| 30D | -13.6% | -7.6% | -6.0% | -10.2% |
| 3M | +2.8% | -12.3% | +15.1% | +9.7% |
| 6M | +34.5% | -16.3% | +50.8% | +46.2% |
| YTD | +41.0% | -8.4% | +49.4% | +39.9% |
| 1Y | +52.0% | -10.8% | +62.8% | +53.6% |
| All | +102.5% | -49.0% | +151.5% | +181.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling