-35.9%
AAL vs TRGP
+639.4%
-675.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | -13.7% | +9.5% | -23.2% | -16.5% |
| 3M | -8.2% | +10.8% | -19.0% | -12.4% |
| 6M | +13.1% | +25.3% | -12.2% | +1.9% |
| YTD | -15.6% | +60.3% | -75.9% | -31.5% |
| 1Y | +1.4% | +84.6% | -83.1% | -23.1% |
| 3Y | -7.4% | +264.4% | -271.8% | -49.8% |
| 5Y | -35.9% | +636.6% | -672.5% | -76.7% |
| All | -35.9% | +639.4% | -675.4% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling