+13.0%
AAL vs TW
+42.9%
-29.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.6% |
| 7D | +2.9% | +3.2% | -0.3% | +2.8% |
| 30D | +6.5% | +19.7% | -13.2% | +5.9% |
| 3M | -10.9% | +26.8% | -37.7% | -11.5% |
| 6M | +4.9% | +20.9% | -16.0% | +4.4% |
| YTD | -13.2% | +22.9% | -36.1% | -14.2% |
| 1Y | -1.1% | +20.4% | -21.5% | -1.9% |
| All | +13.0% | +42.9% | -29.9% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling