+21.1%
STM vs TNA
+117.1%
-95.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | +5.2% | +4.1% | +1.1% | +3.4% |
| 30D | -7.4% | -7.6% | +0.3% | -4.1% |
| 3M | -30.6% | +8.1% | -38.7% | -32.4% |
| 6M | +66.4% | +49.0% | +17.4% | +42.8% |
| YTD | +101.1% | +51.7% | +49.4% | +70.4% |
| 1Y | +97.4% | +59.6% | +37.8% | +61.7% |
| 3Y | +21.1% | +118.9% | -97.8% | -21.3% |
| All | +21.1% | +117.1% | -95.9% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling