+670.9%
TNA vs STLA
+252.7%
+418.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | +0.8% |
| 7D | +4.1% | +0.7% | +3.3% | +3.4% |
| 30D | -7.6% | -2.4% | -5.3% | -6.8% |
| 3M | +8.1% | -23.9% | +31.9% | +27.8% |
| 6M | +49.0% | -24.6% | +73.6% | +77.6% |
| YTD | +51.7% | -50.5% | +102.2% | +127.1% |
| 1Y | +59.6% | -39.8% | +99.5% | +105.7% |
| 3Y | +118.9% | -65.6% | +184.5% | +317.5% |
| 5Y | -19.2% | -62.1% | +42.9% | +53.0% |
| 10Y | +77.2% | +47.8% | +29.4% | +102.1% |
| All | +670.9% | +252.7% | +418.2% | +695.1% |
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 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