-65.4%
AAL vs TMF
-83.0%
+17.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.4% | +7.4% |
| 7D | +8.3% | +0.6% | +7.7% | +8.3% |
| 30D | +11.0% | +16.3% | -5.3% | +12.7% |
| 3M | -11.2% | -2.7% | -8.5% | -11.5% |
| 6M | +6.1% | -13.2% | +19.2% | +4.2% |
| YTD | -7.6% | -16.7% | +9.0% | -9.8% |
| 1Y | +3.7% | -22.7% | +26.5% | +0.3% |
| 3Y | +20.5% | -26.1% | +46.6% | +18.2% |
| 5Y | -36.4% | -88.4% | +52.0% | -59.5% |
| 10Y | -65.4% | -81.8% | +16.4% | -71.5% |
| All | -65.4% | -83.0% | +17.6% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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