+1,041.7%
TNA vs STZ
+1,333.4%
-291.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.3% |
| 7D | +7.7% | 0.0% | +7.7% | +7.7% |
| 30D | -0.7% | +14.7% | -15.4% | -15.3% |
| 3M | -25.4% | +8.8% | -34.2% | -33.9% |
| 6M | -11.8% | +3.1% | -14.9% | -18.9% |
| YTD | +23.9% | +7.9% | +16.0% | +3.4% |
| 1Y | +25.6% | +14.2% | +11.4% | -2.2% |
| 3Y | +137.1% | -35.2% | +172.3% | +231.4% |
| 5Y | -45.4% | -29.6% | -15.8% | -27.1% |
| 10Y | +39.5% | +12.2% | +27.3% | +29.9% |
| All | +1,041.7% | +1,333.4% | -291.7% | -74.0% |
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