-29.0%
AAL vs TTMI
+1,732.2%
-1,761.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.9% |
| 7D | -0.3% | +12.2% | -12.5% | -5.0% |
| 30D | -19.0% | -5.7% | -13.3% | -17.9% |
| 3M | -5.1% | -27.5% | +22.4% | +3.4% |
| 6M | +15.5% | +47.1% | -31.7% | -9.7% |
| YTD | -15.8% | +87.5% | -103.2% | -42.8% |
| 1Y | -0.3% | +175.2% | -175.5% | -44.7% |
| 3Y | -7.7% | +901.9% | -909.6% | -72.5% |
| 5Y | -32.5% | +843.5% | -876.0% | -80.3% |
| 10Y | -66.0% | +1,077.0% | -1,142.9% | -91.9% |
| All | -29.0% | +1,732.2% | -1,761.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling