-64.8%
AAL vs TD
+306.3%
-371.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.3% |
| 30D | -12.9% | -1.9% | -11.0% | -11.2% |
| 3M | -11.2% | +4.8% | -15.9% | -16.0% |
| 6M | +17.8% | +28.0% | -10.1% | -10.1% |
| YTD | -15.1% | +30.3% | -45.4% | -36.4% |
| 1Y | +0.5% | +59.8% | -59.3% | -39.8% |
| 3Y | -7.7% | +124.7% | -132.4% | -63.0% |
| 5Y | -31.3% | +127.0% | -158.3% | -73.2% |
| All | -64.8% | +306.3% | -371.1% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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