-65.4%
AAL vs TT
+782.6%
-848.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.7% | +2.8% | +4.0% |
| 7D | +8.3% | +1.7% | +6.5% | +6.9% |
| 30D | +11.0% | -11.8% | +22.8% | +21.0% |
| 3M | -11.2% | -12.6% | +1.4% | -2.6% |
| 6M | +6.1% | -9.4% | +15.4% | +12.2% |
| YTD | -7.6% | +8.8% | -16.5% | -15.9% |
| 1Y | +3.7% | -2.5% | +6.3% | +2.7% |
| 3Y | +20.5% | +95.7% | -75.1% | -34.3% |
| 5Y | -36.4% | +135.7% | -172.1% | -71.6% |
| 10Y | -65.4% | +750.6% | -816.1% | -95.0% |
| All | -65.4% | +782.6% | -848.0% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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