+0.5%
AAL vs TRV
+39.8%
-39.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | +0.8% |
| 7D | -0.9% | +1.9% | -2.8% | -1.3% |
| 30D | -12.9% | +1.7% | -14.6% | -13.2% |
| 3M | -11.2% | +23.9% | -35.1% | -16.1% |
| 6M | +17.8% | +26.3% | -8.4% | +10.5% |
| YTD | -15.1% | +30.8% | -45.9% | -21.5% |
| 1Y | +0.5% | +36.3% | -35.9% | -8.0% |
| All | +0.5% | +39.8% | -39.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling