-64.8%
AAL vs TDY
+479.2%
-544.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.1% |
| 30D | -12.9% | -12.0% | -0.8% | -4.0% |
| 3M | -11.2% | -3.2% | -8.0% | -9.2% |
| 6M | +17.8% | -7.9% | +25.7% | +24.6% |
| YTD | -15.1% | +18.2% | -33.4% | -26.7% |
| 1Y | +0.5% | +6.7% | -6.2% | -6.4% |
| 3Y | -7.7% | +47.5% | -55.2% | -33.9% |
| 5Y | -31.3% | +39.5% | -70.8% | -49.3% |
| All | -64.8% | +479.2% | -544.0% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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