+992.6%
STM vs TNA
+812.2%
+180.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +1.2% |
| 7D | -7.9% | -0.5% | -7.4% | -7.7% |
| 30D | -14.1% | -0.7% | -13.4% | -13.8% |
| 3M | -17.6% | -21.5% | +3.9% | -9.6% |
| 6M | -24.2% | -11.2% | -13.0% | -20.0% |
| YTD | +73.3% | +27.0% | +46.3% | +58.6% |
| 1Y | +90.1% | +28.0% | +62.1% | +72.3% |
| 3Y | +10.3% | +142.9% | -132.6% | -29.3% |
| 5Y | -5.7% | -42.6% | +36.8% | -7.3% |
| 10Y | +444.1% | +53.3% | +390.8% | +174.4% |
| All | +992.6% | +812.2% | +180.4% | +82.2% |
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 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