-27.6%
AAL vs TTMI
+949.3%
-976.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | +0.1% |
| 7D | -0.1% | +11.4% | -11.5% | -4.4% |
| 30D | +11.7% | -28.3% | +40.0% | +20.5% |
| 3M | -12.5% | -46.7% | +34.1% | +4.0% |
| 6M | +3.6% | -56.1% | +59.7% | +27.5% |
| YTD | -14.1% | +7.4% | -21.5% | -31.9% |
| 1Y | +0.8% | +17.4% | -16.6% | -24.8% |
| 3Y | +11.8% | +429.1% | -417.3% | -59.5% |
| 5Y | -35.1% | +418.8% | -453.9% | -77.5% |
| 10Y | -68.3% | +411.2% | -479.5% | -89.8% |
| All | -27.6% | +949.3% | -976.9% | -88.4% |
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