-8.2%
AAL vs TD
+123.9%
-132.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +1.1% |
| 7D | -1.3% | -1.9% | +0.6% | +0.1% |
| 30D | -13.7% | -1.6% | -12.1% | -12.8% |
| 3M | -8.2% | +4.6% | -12.8% | -11.5% |
| 6M | +13.1% | +26.8% | -13.7% | -5.6% |
| YTD | -15.6% | +28.3% | -43.9% | -29.9% |
| 1Y | +1.4% | +60.4% | -59.0% | -27.3% |
| All | -8.2% | +123.9% | -132.1% | -47.1% |
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