+13.0%
AAL vs TT
+94.2%
-81.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +2.9% | +8.1% | -5.1% | -1.1% |
| 30D | +6.5% | -11.3% | +17.8% | +13.0% |
| 3M | -10.9% | -11.2% | +0.3% | -5.5% |
| 6M | +4.9% | -8.9% | +13.8% | +9.1% |
| YTD | -13.2% | +9.7% | -22.9% | -19.3% |
| 1Y | -1.1% | +1.3% | -2.4% | -3.8% |
| All | +13.0% | +94.2% | -81.2% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling