-19.2%
TNA vs STT
+150.3%
-169.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | +0.5% |
| 7D | +4.1% | +2.2% | +1.9% | +0.8% |
| 30D | -7.6% | +3.9% | -11.5% | -13.0% |
| 3M | +8.1% | +19.2% | -11.1% | -18.0% |
| 6M | +49.0% | +60.4% | -11.4% | -27.3% |
| YTD | +51.7% | +51.5% | +0.3% | -19.4% |
| 1Y | +59.6% | +76.3% | -16.7% | -31.7% |
| 3Y | +118.9% | +200.7% | -81.9% | -51.3% |
| 5Y | -19.2% | +157.5% | -176.6% | -78.7% |
| All | -19.2% | +150.3% | -169.5% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling