+1,125.4%
STX vs TNA
-23.8%
+1,149.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.7% |
| 7D | +9.6% | -3.6% | +13.2% | +10.8% |
| 30D | +10.6% | -10.1% | +20.7% | +14.5% |
| 3M | +4.8% | +2.7% | +2.1% | +3.9% |
| 6M | +137.3% | +38.4% | +98.8% | +113.5% |
| YTD | +222.5% | +45.4% | +177.1% | +184.9% |
| 1Y | +366.2% | +55.9% | +310.3% | +299.8% |
| 3Y | +1,352.9% | +109.8% | +1,243.1% | +927.8% |
| All | +1,125.4% | -23.8% | +1,149.2% | +922.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling