+32.0%
AAL vs TRGP
+2,231.3%
-2,199.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | -3.7% | +0.8% | -4.5% | -4.0% |
| 30D | -20.8% | +11.5% | -32.3% | -23.7% |
| 3M | -1.3% | +9.0% | -10.3% | -5.0% |
| 6M | +5.4% | +20.5% | -15.1% | -2.2% |
| YTD | -14.4% | +59.5% | -73.9% | -27.4% |
| 1Y | +2.1% | +77.9% | -75.8% | -16.8% |
| 3Y | -10.6% | +253.6% | -264.1% | -42.1% |
| 5Y | -32.2% | +615.5% | -647.7% | -65.0% |
| 10Y | -62.7% | +897.1% | -959.8% | -85.3% |
| All | +32.0% | +2,231.3% | -2,199.3% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling