-32.8%
AAL vs TFC
+16.2%
-49.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -3.7% | +2.4% | -6.2% | -5.4% |
| 30D | -20.8% | -1.3% | -19.5% | -20.1% |
| 3M | -1.3% | +6.1% | -7.3% | -5.6% |
| 6M | +5.4% | +7.3% | -2.0% | -0.2% |
| YTD | -14.4% | +8.2% | -22.5% | -19.1% |
| 1Y | +2.1% | +14.4% | -12.3% | -7.4% |
| 3Y | -10.6% | +93.7% | -104.3% | -42.2% |
| All | -32.8% | +16.2% | -49.0% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling