+1,316.1%
TNA vs STT
+716.8%
+599.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.5% |
| 7D | -0.1% | +0.5% | -0.6% | -0.6% |
| 30D | -4.9% | +3.9% | -8.8% | -9.1% |
| 3M | +0.4% | +20.0% | -19.6% | -19.1% |
| 6M | +32.5% | +55.3% | -22.8% | -19.8% |
| YTD | +53.7% | +53.3% | +0.4% | -5.5% |
| 1Y | +65.1% | +74.7% | -9.6% | -11.4% |
| 3Y | +98.4% | +205.8% | -107.4% | -36.5% |
| 5Y | -22.5% | +145.0% | -167.5% | -66.0% |
| 10Y | +82.5% | +266.0% | -183.5% | -30.5% |
| All | +1,316.1% | +716.8% | +599.3% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling