-66.0%
AAL vs THC
+952.2%
-1,018.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.0% |
| 7D | -0.3% | -2.6% | +2.2% | +0.4% |
| 30D | -19.0% | -1.2% | -17.8% | -18.8% |
| 3M | -5.1% | +58.9% | -64.0% | -17.9% |
| 6M | +15.5% | +9.3% | +6.1% | +11.2% |
| YTD | -15.8% | +30.4% | -46.2% | -23.7% |
| 1Y | -0.3% | +34.6% | -34.9% | -10.9% |
| 3Y | -7.7% | +246.7% | -254.3% | -41.2% |
| 5Y | -32.5% | +244.5% | -277.1% | -59.0% |
| 10Y | -66.0% | +950.1% | -1,016.1% | -86.4% |
| All | -66.0% | +952.2% | -1,018.2% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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