+11.8%
AAL vs TTD
-75.6%
+87.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.4% | -1.3% |
| 7D | -0.1% | +21.3% | -21.3% | -4.1% |
| 30D | +11.7% | +28.7% | -17.0% | +5.9% |
| 3M | -12.5% | +7.7% | -20.2% | -14.3% |
| 6M | +3.6% | -23.5% | +27.1% | +7.5% |
| YTD | -14.1% | -58.7% | +44.6% | +0.8% |
| 1Y | +0.8% | -63.4% | +64.2% | +21.6% |
| 3Y | +11.8% | -75.3% | +87.1% | +26.3% |
| All | +11.8% | -75.6% | +87.4% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling