+465.1%
STM vs TNA
+33.3%
+431.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +12.0% | +3.7% | +8.3% | +10.3% |
| 30D | -0.4% | +4.4% | -4.7% | -2.1% |
| 3M | -13.2% | -26.7% | +13.5% | -1.7% |
| 6M | -26.1% | -12.8% | -13.2% | -21.2% |
| YTD | +81.2% | +22.7% | +58.5% | +67.7% |
| 1Y | +98.3% | +35.7% | +62.6% | +75.7% |
| 3Y | +16.7% | +134.6% | -117.8% | -25.3% |
| 5Y | -4.8% | -46.0% | +41.1% | -5.1% |
| All | +465.1% | +33.3% | +431.7% | +201.2% |
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