+19.7%
AAL vs TD
+133.8%
-114.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +3.4% | -3.1% | +6.5% | +6.1% |
| 30D | +11.7% | +6.7% | +5.0% | +6.6% |
| 3M | -7.8% | +3.1% | -10.9% | -9.8% |
| 6M | +10.2% | +17.6% | -7.4% | -2.6% |
| YTD | -8.0% | +34.8% | -42.8% | -26.1% |
| 1Y | +8.5% | +55.6% | -47.1% | -20.5% |
| All | +19.7% | +133.8% | -114.1% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling