-68.6%
AAL vs TD
+300.0%
-368.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | -0.1% | +1.1% | -1.2% | -1.2% |
| 30D | +11.7% | +5.2% | +6.5% | +6.1% |
| 3M | -12.5% | +1.2% | -13.8% | -13.7% |
| 6M | +3.6% | +17.7% | -14.1% | -13.4% |
| YTD | -14.1% | +34.2% | -48.3% | -37.5% |
| 1Y | +0.8% | +55.4% | -54.7% | -37.6% |
| 3Y | +11.8% | +130.4% | -118.6% | -56.3% |
| 5Y | -35.1% | +101.8% | -136.9% | -70.5% |
| All | -68.6% | +300.0% | -368.6% | -93.5% |
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