-60.7%
AAL vs TTD
+401.9%
-462.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +2.0% |
| 7D | -3.7% | +6.3% | -10.1% | -4.9% |
| 30D | -20.8% | -23.9% | +3.1% | -17.5% |
| 3M | -1.3% | -31.4% | +30.1% | +4.6% |
| 6M | +5.4% | -42.7% | +48.0% | +13.7% |
| YTD | -14.4% | -62.0% | +47.6% | -0.7% |
| 1Y | +2.1% | -72.2% | +74.3% | +24.7% |
| 3Y | -10.6% | -81.9% | +71.4% | +10.8% |
| 5Y | -32.2% | -81.5% | +49.3% | -21.4% |
| All | -60.7% | +401.9% | -462.6% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling