-61.0%
AAL vs TDG
+13,063.4%
-13,124.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.6% |
| 7D | -0.3% | -0.9% | +0.6% | +0.4% |
| 30D | -19.0% | -6.5% | -12.5% | -14.8% |
| 3M | -5.1% | -5.1% | 0.0% | -1.2% |
| 6M | +15.5% | -11.5% | +27.0% | +26.6% |
| YTD | -15.8% | -13.9% | -1.9% | -6.7% |
| 1Y | -0.3% | -11.5% | +11.1% | +7.3% |
| 3Y | -7.7% | +53.7% | -61.3% | -37.9% |
| 5Y | -32.5% | +135.5% | -168.0% | -67.0% |
| 10Y | -66.0% | +535.2% | -601.1% | -92.9% |
| All | -61.0% | +13,063.4% | -13,124.3% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling