+108.8%
TNA vs STLA
-66.8%
+175.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -3.0% |
| 7D | -3.6% | +0.4% | -4.0% | -3.9% |
| 30D | -10.1% | -5.2% | -4.9% | -7.4% |
| 3M | +2.7% | -24.9% | +27.6% | +22.2% |
| 6M | +38.4% | -25.2% | +63.6% | +65.3% |
| YTD | +45.4% | -51.4% | +96.9% | +121.6% |
| 1Y | +55.9% | -40.7% | +96.6% | +96.2% |
| All | +108.8% | -66.8% | +175.6% | +288.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling