-22.5%
AAL vs TFC
+186.3%
-208.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.2% |
| 7D | +10.1% | +1.7% | +8.3% | +8.8% |
| 30D | +10.6% | +9.0% | +1.6% | +3.3% |
| 3M | -5.9% | -2.1% | -3.8% | -4.3% |
| 6M | +5.7% | +3.4% | +2.3% | +2.4% |
| YTD | -8.0% | +5.3% | -13.2% | -12.0% |
| 1Y | +6.0% | +16.2% | -10.2% | -6.4% |
| 3Y | +19.6% | +94.8% | -75.2% | -31.4% |
| 5Y | -34.6% | -0.7% | -33.9% | -38.4% |
| 10Y | -65.5% | +80.9% | -146.4% | -81.1% |
| All | -22.5% | +186.3% | -208.8% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling