-22.5%
TNA vs STZ
-37.5%
+15.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -4.6% |
| 7D | -7.6% | -4.1% | -3.5% | -4.6% |
| 30D | -13.6% | -7.6% | -6.0% | -8.4% |
| 3M | +2.8% | -12.3% | +15.1% | +13.1% |
| 6M | +34.5% | -16.3% | +50.8% | +51.5% |
| YTD | +41.0% | -8.4% | +49.4% | +40.1% |
| 1Y | +52.0% | -10.8% | +62.8% | +54.3% |
| 3Y | +103.5% | -49.0% | +152.5% | +277.2% |
| 5Y | -22.5% | -36.5% | +13.9% | -2.1% |
| All | -22.5% | -37.5% | +15.0% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling