+19.7%
AAL vs TPR
+407.3%
-387.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.7% |
| 7D | +3.4% | +6.4% | -3.0% | +0.2% |
| 30D | +11.7% | +13.8% | -2.0% | +4.8% |
| 3M | -7.8% | -16.6% | +8.8% | -0.9% |
| 6M | +10.2% | +0.7% | +9.6% | +7.4% |
| YTD | -8.0% | +5.3% | -13.4% | -13.1% |
| 1Y | +8.5% | +32.4% | -23.8% | -9.1% |
| All | +19.7% | +407.3% | -387.6% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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