-64.8%
AAL vs TDG
+547.7%
-612.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.4% |
| 7D | -0.9% | -1.9% | +1.0% | +0.4% |
| 30D | -12.9% | -7.7% | -5.2% | -7.9% |
| 3M | -11.2% | -9.3% | -1.9% | -5.0% |
| 6M | +17.8% | -9.4% | +27.2% | +26.2% |
| YTD | -15.1% | -14.3% | -0.9% | -6.3% |
| 1Y | +0.5% | -11.8% | +12.3% | +8.0% |
| 3Y | -7.7% | +52.0% | -59.6% | -36.0% |
| 5Y | -31.3% | +128.8% | -160.2% | -64.2% |
| All | -64.8% | +547.7% | -612.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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