-8.2%
AAL vs TT
+125.0%
-133.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -20.8% | -7.2% | -13.6% | -17.6% |
| 3M | -1.3% | -3.0% | +1.7% | 0.0% |
| 6M | +5.4% | +1.4% | +4.0% | +3.8% |
| YTD | -14.4% | +15.9% | -30.2% | -21.7% |
| 1Y | +2.1% | +9.4% | -7.3% | -3.7% |
| All | -8.2% | +125.0% | -133.1% | -38.2% |
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 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