+1,174.7%
STM vs TNA
+1,004.3%
+170.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +5.8% | -0.1% | +5.9% | +5.8% |
| 30D | -1.0% | -4.9% | +3.9% | +0.9% |
| 3M | -33.3% | +0.4% | -33.6% | -32.8% |
| 6M | +57.4% | +32.5% | +24.8% | +42.2% |
| YTD | +102.2% | +53.7% | +48.5% | +71.8% |
| 1Y | +99.6% | +65.1% | +34.5% | +62.9% |
| 3Y | +14.5% | +98.4% | -83.9% | -21.6% |
| 5Y | +21.4% | -22.5% | +43.8% | +5.6% |
| 10Y | +695.0% | +82.5% | +612.4% | +271.0% |
| All | +1,174.7% | +1,004.3% | +170.4% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling