+350.4%
STX vs TNA
+50.2%
+300.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.4% | -1.2% |
| 7D | +8.0% | -7.6% | +15.6% | +12.1% |
| 30D | +5.1% | -13.6% | +18.7% | +12.7% |
| 3M | +5.8% | +2.8% | +2.9% | +4.4% |
| 6M | +124.9% | +34.5% | +90.4% | +95.3% |
| YTD | +213.9% | +41.0% | +172.9% | +166.4% |
| 1Y | +350.4% | +52.0% | +298.4% | +266.1% |
| All | +350.4% | +50.2% | +300.2% | +266.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling