+1,316.1%
TNA vs STZ
+1,160.6%
+155.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.5% |
| 7D | -0.1% | -1.9% | +1.8% | +2.0% |
| 30D | -4.9% | -1.9% | -3.0% | -3.7% |
| 3M | +0.4% | -6.2% | +6.6% | +5.0% |
| 6M | +32.5% | -14.0% | +46.5% | +49.7% |
| YTD | +53.7% | -5.1% | +58.8% | +50.7% |
| 1Y | +65.1% | -9.6% | +74.7% | +69.1% |
| 3Y | +98.4% | -47.2% | +145.7% | +258.1% |
| 5Y | -22.5% | -33.6% | +11.1% | +12.7% |
| 10Y | +82.5% | -9.8% | +92.3% | +117.6% |
| All | +1,316.1% | +1,160.6% | +155.5% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling