-32.8%
AAL vs TT
+140.2%
-172.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.7% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -20.8% | -7.2% | -13.6% | -17.2% |
| 3M | -1.3% | -3.0% | +1.7% | +0.1% |
| 6M | +5.4% | +1.4% | +4.0% | +3.7% |
| YTD | -14.4% | +15.9% | -30.2% | -22.7% |
| 1Y | +2.1% | +9.4% | -7.3% | -4.6% |
| 3Y | -10.6% | +124.4% | -134.9% | -48.6% |
| All | -32.8% | +140.2% | -172.9% | -70.1% |
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