+655.9%
STM vs TNA
+86.1%
+569.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | -1.4% | -7.3% | +5.9% | +1.6% |
| 30D | -4.9% | -14.2% | +9.2% | +1.0% |
| 3M | -34.0% | -4.6% | -29.4% | -32.4% |
| 6M | +51.8% | +36.9% | +14.9% | +35.2% |
| YTD | +99.4% | +42.5% | +56.8% | +73.9% |
| 1Y | +99.1% | +45.8% | +53.3% | +69.8% |
| 3Y | +19.5% | +104.7% | -85.2% | -19.9% |
| 5Y | +19.5% | -21.7% | +41.2% | +2.7% |
| All | +655.9% | +86.1% | +569.8% | +295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling