-29.0%
AAL vs TMO
+2,000.1%
-2,029.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.4% |
| 7D | -0.3% | +0.4% | -0.7% | -0.6% |
| 30D | -19.0% | +1.5% | -20.5% | -20.1% |
| 3M | -5.1% | +28.5% | -33.6% | -22.5% |
| 6M | +15.5% | +20.4% | -4.9% | -2.1% |
| YTD | -15.8% | +4.3% | -20.1% | -20.8% |
| 1Y | -0.3% | +24.1% | -24.4% | -18.6% |
| 3Y | -7.7% | +17.5% | -25.1% | -23.3% |
| 5Y | -32.5% | +6.8% | -39.3% | -42.8% |
| 10Y | -66.0% | +311.9% | -377.8% | -93.0% |
| All | -29.0% | +2,000.1% | -2,029.2% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling