-26.8%
AAL vs TCOM
+953.8%
-980.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.3% |
| 7D | +2.9% | -1.4% | +4.3% | +3.4% |
| 30D | +6.5% | +11.5% | -5.0% | +2.8% |
| 3M | -10.9% | -5.2% | -5.7% | -9.6% |
| 6M | +4.9% | -16.9% | +21.8% | +10.1% |
| YTD | -13.2% | -39.9% | +26.7% | +0.3% |
| 1Y | -1.1% | -42.1% | +41.0% | +15.5% |
| 3Y | +12.8% | +28.0% | -15.2% | -4.0% |
| 5Y | -34.4% | +40.4% | -74.8% | -50.3% |
| 10Y | -67.9% | +5.6% | -73.6% | -74.8% |
| All | -26.8% | +953.8% | -980.7% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling