+6.4%
AAL vs TT
-2.5%
+8.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.7% | +2.8% | +5.2% |
| 7D | +8.3% | +1.7% | +6.5% | +7.3% |
| 30D | +11.0% | -11.8% | +22.8% | +17.1% |
| 3M | -11.2% | -12.6% | +1.4% | -5.9% |
| 6M | +6.1% | -9.4% | +15.4% | +9.4% |
| YTD | -7.6% | +8.8% | -16.5% | -13.3% |
| All | +6.4% | -2.5% | +8.9% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling