+35.7%
TNA vs STT
+46.7%
-11.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.8% |
| 7D | +3.7% | +4.8% | -1.0% | -2.2% |
| 30D | +4.4% | +3.9% | +0.5% | +0.5% |
| 3M | -26.7% | -8.2% | -18.5% | -18.3% |
| 6M | -12.8% | +15.6% | -28.4% | -29.7% |
| YTD | +22.7% | +37.6% | -15.0% | -26.2% |
| 1Y | +35.7% | +50.1% | -14.5% | -31.3% |
| All | +35.7% | +46.7% | -11.0% | -31.3% |
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