+6.4%
AAL vs TTD
-66.1%
+72.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +15.5% | -8.0% | +5.1% |
| 7D | +8.3% | +19.0% | -10.7% | +5.5% |
| 30D | +11.0% | +23.6% | -12.6% | +7.8% |
| 3M | -11.2% | +8.2% | -19.4% | -12.7% |
| 6M | +6.1% | -35.3% | +41.4% | +7.1% |
| YTD | -7.6% | -60.7% | +53.0% | +4.1% |
| All | +6.4% | -66.1% | +72.5% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling