-27.6%
AAL vs THC
+513.8%
-541.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +4.6% | +3.7% | +0.9% | +3.4% |
| 30D | +2.6% | +9.0% | -6.5% | -0.3% |
| 3M | -17.8% | +10.4% | -28.2% | -20.5% |
| 6M | +1.9% | +45.7% | -43.8% | -10.5% |
| YTD | -14.0% | +42.6% | -56.6% | -24.7% |
| 1Y | +0.2% | +38.8% | -38.5% | -11.8% |
| 3Y | +13.0% | +418.8% | -405.8% | -37.7% |
| 5Y | -39.6% | +275.7% | -315.3% | -65.0% |
| 10Y | -65.7% | +1,496.2% | -1,561.9% | -89.9% |
| All | -27.6% | +513.8% | -541.4% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling