-67.1%
AAL vs TMF
-84.4%
+17.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +4.6% | +1.2% | +3.4% | +4.7% |
| 30D | +2.6% | +19.7% | -17.2% | +4.5% |
| 3M | -17.8% | -2.1% | -15.7% | -18.0% |
| 6M | +1.9% | -13.4% | +15.3% | 0.0% |
| YTD | -14.0% | -16.7% | +2.7% | -16.0% |
| 1Y | +0.2% | -23.3% | +23.6% | -3.2% |
| 3Y | +13.0% | -24.8% | +37.9% | +11.2% |
| 5Y | -39.6% | -88.0% | +48.5% | -61.0% |
| All | -67.1% | -84.4% | +17.3% | -73.7% |
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