+523.2%
TNA vs STLA
+150.0%
+373.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.3% |
| 7D | +3.7% | -13.8% | +17.5% | +14.3% |
| 30D | +4.4% | -10.5% | +14.9% | +11.5% |
| 3M | -26.7% | -28.9% | +2.2% | -9.9% |
| 6M | -12.8% | -49.7% | +36.9% | +34.4% |
| YTD | +22.7% | -64.9% | +87.6% | +127.4% |
| 1Y | +35.7% | -64.0% | +99.7% | +146.5% |
| 3Y | +134.6% | -77.4% | +212.0% | +482.6% |
| 5Y | -46.0% | -74.4% | +28.4% | +30.3% |
| 10Y | +38.0% | -6.4% | +44.4% | +103.3% |
| All | +523.2% | +150.0% | +373.3% | +696.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling