+38.5%
TNA vs STT
+53.6%
-15.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +1.7% |
| 7D | +2.4% | -0.1% | +2.5% | +2.6% |
| 30D | -0.9% | -1.7% | +0.8% | +1.5% |
| 3M | -19.2% | -6.4% | -12.8% | -12.7% |
| 6M | -0.8% | +17.7% | -18.5% | -23.0% |
| YTD | +33.2% | +36.9% | -3.7% | -21.1% |
| 1Y | +38.5% | +52.0% | -13.5% | -35.2% |
| All | +38.5% | +53.6% | -15.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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