+32.7%
TNA vs STT
+198.3%
-165.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.8% |
| 7D | +3.7% | +4.8% | -1.0% | -2.8% |
| 30D | +4.4% | +3.9% | +0.5% | -0.2% |
| 3M | -26.7% | -8.2% | -18.5% | -16.5% |
| 6M | -12.8% | +15.6% | -28.4% | -29.4% |
| YTD | +22.7% | +37.6% | -15.0% | -22.6% |
| 1Y | +35.7% | +50.1% | -14.5% | -24.3% |
| 3Y | +134.6% | +183.1% | -48.5% | -40.3% |
| 5Y | -46.0% | +104.8% | -150.8% | -77.4% |
| All | +32.7% | +198.3% | -165.6% | -60.1% |
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