+1,042.2%
STM vs TNA
+781.2%
+261.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +12.0% | +3.7% | +8.3% | +10.4% |
| 30D | -0.4% | +4.4% | -4.7% | -2.0% |
| 3M | -13.2% | -26.7% | +13.5% | -2.2% |
| 6M | -26.1% | -12.8% | -13.2% | -21.4% |
| YTD | +81.2% | +22.7% | +58.5% | +68.0% |
| 1Y | +98.3% | +35.7% | +62.6% | +76.1% |
| 3Y | +16.7% | +134.6% | -117.8% | -24.2% |
| 5Y | -4.8% | -46.0% | +41.1% | -4.3% |
| 10Y | +468.8% | +38.0% | +430.8% | +198.5% |
| All | +1,042.2% | +781.2% | +261.1% | +92.9% |
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