-33.1%
AAL vs TPG
+78.6%
-111.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | +2.5% |
| 7D | -1.3% | -6.5% | +5.2% | +2.4% |
| 30D | -13.7% | +0.1% | -13.8% | -14.2% |
| 3M | -8.2% | +14.5% | -22.7% | -15.9% |
| 6M | +13.1% | +17.3% | -4.2% | +1.4% |
| YTD | -15.6% | -20.5% | +4.9% | -5.8% |
| 1Y | +1.4% | -13.2% | +14.7% | +6.5% |
| 3Y | -7.4% | +87.7% | -95.2% | -41.0% |
| All | -33.1% | +78.6% | -111.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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