+87.5%
TNA vs STT
+262.1%
-174.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.2% |
| 7D | -3.6% | +1.0% | -4.6% | -5.0% |
| 30D | -10.1% | +2.8% | -12.8% | -13.8% |
| 3M | +2.7% | +18.1% | -15.4% | -20.4% |
| 6M | +38.4% | +59.2% | -20.8% | -30.1% |
| YTD | +45.4% | +51.5% | -6.0% | -20.9% |
| 1Y | +55.9% | +75.7% | -19.7% | -30.7% |
| 3Y | +109.8% | +200.8% | -90.9% | -51.4% |
| 5Y | -22.5% | +155.8% | -178.3% | -76.7% |
| 10Y | +87.5% | +266.4% | -178.8% | -61.2% |
| All | +87.5% | +262.1% | -174.5% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling