-23.0%
TNA vs AIG
+53.2%
-76.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.6% |
| 7D | -7.3% | -1.2% | -6.1% | -6.0% |
| 30D | -14.2% | -1.1% | -13.1% | -13.2% |
| 3M | -4.6% | +0.7% | -5.2% | -7.1% |
| 6M | +36.9% | -2.2% | +39.1% | +37.0% |
| YTD | +42.5% | -10.8% | +53.4% | +57.2% |
| 1Y | +45.8% | -2.0% | +47.8% | +37.9% |
| 3Y | +104.7% | +34.8% | +69.8% | +24.4% |
| All | -23.0% | +53.2% | -76.2% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling