-40.8%
AAL vs TT
+129.2%
-170.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +0.5% |
| 7D | +4.6% | -2.0% | +6.6% | +5.8% |
| 30D | +2.6% | -14.0% | +16.6% | +11.4% |
| 3M | -17.8% | -15.9% | -1.9% | -9.5% |
| 6M | +1.9% | -17.3% | +19.2% | +12.5% |
| YTD | -14.0% | +4.0% | -18.0% | -18.0% |
| 1Y | +0.2% | -7.1% | +7.3% | +2.4% |
| 3Y | +13.0% | +90.2% | -77.2% | -29.6% |
| All | -40.8% | +129.2% | -170.0% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling