-8.2%
AAL vs TCOM
+8.5%
-16.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.9% |
| 7D | -1.3% | -10.2% | +8.9% | +0.9% |
| 30D | -13.7% | -16.8% | +3.1% | -10.5% |
| 3M | -8.2% | -16.7% | +8.5% | -5.1% |
| 6M | +13.1% | -27.1% | +40.2% | +20.3% |
| YTD | -15.6% | -45.5% | +29.9% | -5.0% |
| 1Y | +1.4% | -45.9% | +47.3% | +14.2% |
| All | -8.2% | +8.5% | -16.6% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling