-66.0%
AAL vs TT
+899.5%
-965.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -0.3% | +1.6% | -1.9% | -1.5% |
| 30D | -19.0% | -7.3% | -11.7% | -14.3% |
| 3M | -5.1% | -2.6% | -2.5% | -3.7% |
| 6M | +15.5% | +5.9% | +9.6% | +9.3% |
| YTD | -15.8% | +15.4% | -31.2% | -25.8% |
| 1Y | -0.3% | +8.2% | -8.6% | -8.0% |
| 3Y | -7.7% | +122.7% | -130.3% | -54.1% |
| 5Y | -32.5% | +145.0% | -177.5% | -70.1% |
| 10Y | -66.0% | +893.7% | -959.7% | -94.7% |
| All | -66.0% | +899.5% | -965.5% | -94.7% |
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