+38.5%
TNA vs AIG
+6.0%
+32.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +4.3% |
| 7D | +2.4% | +2.3% | +0.1% | +2.3% |
| 30D | -0.9% | +8.8% | -9.7% | -1.2% |
| 3M | -19.2% | +3.7% | -22.9% | -19.3% |
| 6M | -0.8% | +6.8% | -7.6% | -0.7% |
| YTD | +33.2% | -2.6% | +35.8% | +31.2% |
| 1Y | +38.5% | +3.7% | +34.8% | +33.2% |
| All | +38.5% | +6.0% | +32.5% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling