+1,239.7%
TNA vs AIG
+226.7%
+1,013.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.4% |
| 7D | -3.6% | -1.4% | -2.2% | -2.7% |
| 30D | -10.1% | -3.3% | -6.7% | -8.2% |
| 3M | +2.7% | +2.2% | +0.5% | +0.6% |
| 6M | +38.4% | -2.1% | +40.5% | +39.1% |
| YTD | +45.4% | -11.2% | +56.6% | +53.8% |
| 1Y | +55.9% | -2.1% | +58.1% | +54.2% |
| 3Y | +109.8% | +34.4% | +75.5% | +76.1% |
| 5Y | -22.5% | +53.7% | -76.2% | -35.4% |
| 10Y | +87.5% | +64.4% | +23.1% | +77.6% |
| All | +1,239.7% | +226.7% | +1,013.0% | +2,016.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling