+184.2%
AAL vs TNA
+1,004.3%
-820.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | -3.7% | -0.1% | -3.7% | -3.7% |
| 30D | -20.8% | -4.9% | -15.9% | -19.1% |
| 3M | -1.3% | +0.4% | -1.7% | -1.8% |
| 6M | +5.4% | +32.5% | -27.2% | -8.1% |
| YTD | -14.4% | +53.7% | -68.1% | -30.5% |
| 1Y | +2.1% | +65.1% | -63.0% | -20.8% |
| 3Y | -10.6% | +98.4% | -109.0% | -43.6% |
| 5Y | -32.2% | -22.5% | -9.7% | -42.9% |
| 10Y | -62.7% | +82.5% | -145.2% | -84.5% |
| All | +184.2% | +1,004.3% | -820.1% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling