+137.0%
TNA vs STZ
-35.4%
+172.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.1% |
| 7D | +7.7% | 0.0% | +7.7% | +7.7% |
| 30D | -0.7% | +14.7% | -15.4% | -7.3% |
| 3M | -25.4% | +8.8% | -34.2% | -28.8% |
| 6M | -11.8% | +3.1% | -14.9% | -13.9% |
| YTD | +23.9% | +7.9% | +16.0% | +13.1% |
| 1Y | +25.6% | +14.2% | +11.4% | +9.9% |
| All | +137.0% | -35.4% | +172.4% | +185.7% |
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