-27.8%
AAL vs TT
+2,534.5%
-2,562.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.8% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | -20.8% | -7.4% | -13.4% | -15.9% |
| 3M | -1.3% | -3.2% | +1.9% | +0.6% |
| 6M | +5.4% | +1.1% | +4.3% | +3.3% |
| YTD | -14.4% | +15.6% | -30.0% | -25.1% |
| 1Y | +2.1% | +9.2% | -7.1% | -6.8% |
| 3Y | -10.6% | +124.4% | -134.9% | -56.3% |
| 5Y | -32.2% | +138.0% | -170.2% | -69.4% |
| 10Y | -62.7% | +886.4% | -949.1% | -94.8% |
| All | -27.8% | +2,534.5% | -2,562.3% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling