+41.8%
AAL vs TRGP
+2,254.6%
-2,212.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.2% |
| 7D | +3.4% | +2.4% | +1.1% | +2.7% |
| 30D | +11.7% | +0.8% | +10.9% | +10.9% |
| 3M | -7.8% | +10.4% | -18.1% | -11.4% |
| 6M | +10.2% | +16.3% | -6.0% | +3.1% |
| YTD | -8.0% | +61.1% | -69.1% | -22.8% |
| 1Y | +8.5% | +71.6% | -63.1% | -10.9% |
| 3Y | +19.5% | +267.5% | -248.0% | -23.9% |
| 5Y | -33.9% | +488.1% | -522.0% | -64.0% |
| 10Y | -66.0% | +803.8% | -869.8% | -86.4% |
| All | +41.8% | +2,254.6% | -2,212.9% | -70.1% |
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 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