-22.5%
AAL vs TD
+1,033.9%
-1,056.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +3.4% | -3.1% | +6.5% | +7.1% |
| 30D | +11.7% | +6.7% | +5.0% | +4.5% |
| 3M | -7.8% | +3.1% | -10.9% | -10.9% |
| 6M | +10.2% | +17.6% | -7.4% | -7.7% |
| YTD | -8.0% | +34.8% | -42.8% | -33.3% |
| 1Y | +8.5% | +55.6% | -47.1% | -32.6% |
| 3Y | +19.5% | +133.1% | -113.6% | -53.5% |
| 5Y | -33.9% | +104.7% | -138.6% | -70.4% |
| 10Y | -66.0% | +303.6% | -369.6% | -92.5% |
| All | -22.5% | +1,033.9% | -1,056.4% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling