-8.8%
AAL vs TNA
+99.7%
-108.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.6% |
| 7D | -0.9% | -7.6% | +6.7% | +2.4% |
| 30D | -16.0% | -13.6% | -2.3% | -10.6% |
| 3M | -4.2% | +2.8% | -7.1% | -5.4% |
| 6M | +15.7% | +34.5% | -18.8% | +0.9% |
| YTD | -16.2% | +41.0% | -57.2% | -28.6% |
| 1Y | +0.2% | +52.0% | -51.8% | -18.2% |
| All | -8.8% | +99.7% | -108.5% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling