-65.2%
AAL vs TRGP
+868.8%
-934.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.9% | -0.6% | -0.4% | -0.8% |
| 30D | -16.0% | +10.0% | -25.9% | -19.0% |
| 3M | -4.2% | +7.6% | -11.9% | -7.9% |
| 6M | +15.7% | +26.8% | -11.1% | +3.9% |
| YTD | -16.2% | +60.6% | -76.7% | -31.3% |
| 1Y | +0.2% | +82.5% | -82.2% | -22.1% |
| 3Y | -8.1% | +265.0% | -273.1% | -46.0% |
| 5Y | -32.2% | +645.9% | -678.1% | -69.8% |
| All | -65.2% | +868.8% | -934.0% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling