-61.4%
AAL vs TTD
+387.7%
-449.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.2% | -1.2% |
| 7D | -0.3% | +1.7% | -2.1% | -0.7% |
| 30D | -19.0% | +1.6% | -20.6% | -19.3% |
| 3M | -5.1% | -27.8% | +22.8% | -0.2% |
| 6M | +15.5% | -52.1% | +67.6% | +29.3% |
| YTD | -15.8% | -63.1% | +47.3% | -1.9% |
| 1Y | -0.3% | -73.1% | +72.7% | +22.4% |
| 3Y | -7.7% | -83.3% | +75.6% | +15.9% |
| 5Y | -32.5% | -80.6% | +48.1% | -22.1% |
| All | -61.4% | +387.7% | -449.0% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling