+45.8%
TNA vs STLA
-40.1%
+85.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.3% |
| 7D | -7.3% | -2.9% | -4.4% | -6.4% |
| 30D | -14.2% | +0.9% | -15.1% | -14.6% |
| 3M | -4.6% | -21.6% | +17.1% | +3.4% |
| 6M | +36.9% | -21.6% | +58.6% | +49.5% |
| YTD | +42.5% | -50.4% | +93.0% | +74.4% |
| 1Y | +45.8% | -43.6% | +89.3% | +60.9% |
| All | +45.8% | -40.1% | +85.9% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling