+2.1%
AAL vs TMO
+27.8%
-25.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -3.7% | -1.4% | -2.4% | -3.4% |
| 30D | -20.8% | +6.2% | -27.0% | -22.2% |
| 3M | -1.3% | +27.5% | -28.7% | -9.6% |
| 6M | +5.4% | +20.0% | -14.6% | -1.8% |
| YTD | -14.4% | +6.1% | -20.5% | -16.3% |
| 1Y | +2.1% | +25.8% | -23.7% | -2.9% |
| All | +2.1% | +27.8% | -25.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling