+74.7%
TNA vs STLA
+51.6%
+23.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.8% |
| 7D | -7.6% | -3.8% | -3.8% | -4.2% |
| 30D | -13.6% | -3.1% | -10.5% | -12.0% |
| 3M | +2.8% | -19.6% | +22.5% | +22.7% |
| 6M | +34.5% | -23.5% | +58.0% | +67.2% |
| YTD | +41.0% | -51.5% | +92.5% | +147.5% |
| 1Y | +52.0% | -39.7% | +91.7% | +107.1% |
| 3Y | +103.5% | -66.3% | +169.8% | +380.1% |
| 5Y | -22.5% | -63.1% | +40.6% | +73.1% |
| All | +74.7% | +51.6% | +23.0% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling