-68.6%
AAL vs TTMI
+394.2%
-462.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.1% |
| 7D | -0.1% | +11.4% | -11.5% | -3.7% |
| 30D | +11.7% | -28.3% | +40.0% | +19.3% |
| 3M | -12.5% | -46.7% | +34.1% | +1.8% |
| 6M | +3.6% | -56.1% | +59.7% | +24.6% |
| YTD | -14.1% | +7.4% | -21.5% | -31.6% |
| 1Y | +0.8% | +17.4% | -16.6% | -24.4% |
| 3Y | +11.8% | +429.1% | -417.3% | -59.9% |
| 5Y | -35.1% | +418.8% | -453.9% | -77.8% |
| All | -68.6% | +394.2% | -462.8% | -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