-65.2%
AAL vs TCOM
-10.5%
-54.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -0.9% | -6.5% | +5.6% | +1.4% |
| 30D | -16.0% | -16.2% | +0.3% | -10.7% |
| 3M | -4.2% | -19.3% | +15.1% | +2.3% |
| 6M | +15.7% | -27.2% | +42.9% | +28.0% |
| YTD | -16.2% | -46.2% | +30.0% | +2.1% |
| 1Y | +0.2% | -46.6% | +46.9% | +22.3% |
| 3Y | -8.1% | +8.4% | -16.5% | -19.9% |
| 5Y | -32.2% | +25.8% | -58.0% | -50.1% |
| All | -65.2% | -10.5% | -54.7% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling