-32.2%
AAL vs TNA
-26.1%
-6.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.6% |
| 7D | -0.9% | -7.6% | +6.7% | +2.5% |
| 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% | +0.5% |
| YTD | -16.2% | +41.0% | -57.2% | -29.0% |
| 1Y | +0.2% | +52.0% | -51.8% | -18.9% |
| 3Y | -8.1% | +103.5% | -111.6% | -42.3% |
| 5Y | -32.2% | -22.5% | -9.7% | -41.6% |
| All | -32.2% | -26.1% | -6.1% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling