+185.1%
AAL vs TNA
+781.2%
-596.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.6% |
| 7D | -0.1% | +3.7% | -3.8% | -1.6% |
| 30D | +11.7% | +4.4% | +7.3% | +9.3% |
| 3M | -12.5% | -26.7% | +14.1% | -0.2% |
| 6M | +3.6% | -12.8% | +16.4% | +9.1% |
| YTD | -14.1% | +22.7% | -36.7% | -23.3% |
| 1Y | +0.8% | +35.7% | -34.9% | -14.5% |
| 3Y | +11.8% | +134.6% | -122.8% | -34.2% |
| 5Y | -35.1% | -46.0% | +10.9% | -35.4% |
| 10Y | -68.3% | +38.0% | -106.3% | -85.0% |
| All | +185.1% | +781.2% | -596.1% | -77.2% |
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