-7.7%
AAL vs TMO
+19.5%
-27.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | -12.9% | +1.1% | -14.0% | -13.5% |
| 3M | -11.2% | +28.3% | -39.5% | -23.3% |
| 6M | +17.8% | +23.3% | -5.4% | +3.3% |
| YTD | -15.1% | +5.5% | -20.6% | -18.4% |
| 1Y | +0.5% | +24.5% | -24.1% | -13.2% |
| 3Y | -7.7% | +19.6% | -27.2% | -23.4% |
| All | -7.7% | +19.5% | -27.1% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling