-27.8%
AAL vs TFC
+194.2%
-222.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -3.7% | +2.4% | -6.2% | -5.6% |
| 30D | -20.8% | -1.3% | -19.5% | -20.0% |
| 3M | -1.3% | +6.1% | -7.3% | -6.3% |
| 6M | +5.4% | +7.3% | -2.0% | -1.1% |
| YTD | -14.4% | +8.2% | -22.5% | -20.0% |
| 1Y | +2.1% | +14.4% | -12.3% | -9.1% |
| 3Y | -10.6% | +93.7% | -104.3% | -48.8% |
| 5Y | -32.2% | +16.4% | -48.6% | -44.3% |
| 10Y | -62.7% | +101.6% | -164.3% | -81.4% |
| All | -27.8% | +194.2% | -222.1% | -75.1% |
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