-68.6%
AAL vs TFC
+79.2%
-147.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -2.0% |
| 7D | -0.1% | +2.3% | -2.3% | -1.7% |
| 30D | +11.7% | +10.8% | +0.9% | +3.3% |
| 3M | -12.5% | -3.8% | -8.8% | -9.8% |
| 6M | +3.6% | +9.6% | -6.0% | -4.0% |
| YTD | -14.1% | +5.8% | -19.9% | -18.0% |
| 1Y | +0.8% | +16.2% | -15.4% | -10.6% |
| 3Y | +11.8% | +96.0% | -84.2% | -34.4% |
| 5Y | -35.1% | +1.7% | -36.8% | -38.0% |
| All | -68.6% | +79.2% | -147.8% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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