-64.8%
AAL vs TTMI
+1,127.6%
-1,192.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.1% | +0.1% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | -12.9% | -8.4% | -4.4% | -10.9% |
| 3M | -11.2% | -32.5% | +21.3% | -1.6% |
| 6M | +17.8% | +32.5% | -14.6% | -1.7% |
| YTD | -15.1% | +83.2% | -98.4% | -39.9% |
| 1Y | +0.5% | +161.7% | -161.2% | -40.8% |
| 3Y | -7.7% | +890.1% | -897.8% | -71.1% |
| 5Y | -31.3% | +832.4% | -863.8% | -79.0% |
| All | -64.8% | +1,127.6% | -1,192.4% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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