+13.0%
AAL vs TTD
-83.7%
+96.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +4.6% | +5.2% | -0.6% | +3.6% |
| 30D | +2.6% | +6.9% | -4.4% | +1.2% |
| 3M | -17.8% | -26.8% | +9.0% | -13.4% |
| 6M | +1.9% | -46.1% | +48.0% | +13.3% |
| YTD | -14.0% | -65.9% | +51.9% | +4.5% |
| 1Y | +0.2% | -71.8% | +72.1% | +27.0% |
| 3Y | +13.0% | -83.3% | +96.3% | +39.6% |
| All | +13.0% | -83.7% | +96.8% | +39.6% |
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 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