-65.1%
AAL vs TFC
+97.4%
-162.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.9% |
| 7D | -1.3% | -1.3% | 0.0% | -0.3% |
| 30D | -13.7% | -2.3% | -11.4% | -12.2% |
| 3M | -8.2% | +2.5% | -10.6% | -10.3% |
| 6M | +13.1% | +9.5% | +3.6% | +4.7% |
| YTD | -15.6% | +5.1% | -20.6% | -19.1% |
| 1Y | +1.4% | +15.5% | -14.1% | -9.9% |
| 3Y | -7.4% | +95.2% | -102.6% | -45.8% |
| 5Y | -35.9% | +14.5% | -50.4% | -44.9% |
| 10Y | -65.1% | +97.2% | -162.3% | -79.8% |
| All | -65.1% | +97.4% | -162.5% | -79.8% |
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