+13.0%
AAL vs TT
+89.7%
-76.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +0.7% |
| 7D | +4.6% | -2.0% | +6.6% | +5.7% |
| 30D | +2.6% | -14.0% | +16.6% | +10.5% |
| 3M | -17.8% | -15.9% | -1.9% | -10.3% |
| 6M | +1.9% | -17.3% | +19.2% | +11.4% |
| YTD | -14.0% | +4.0% | -18.0% | -17.9% |
| 1Y | +0.2% | -7.1% | +7.3% | +2.1% |
| 3Y | +13.0% | +90.2% | -77.2% | -27.9% |
| All | +13.0% | +89.7% | -76.7% | -27.9% |
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