-60.7%
AAL vs TW
+301.3%
-362.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -0.1% | +3.9% | -4.0% | -1.0% |
| 30D | +11.7% | +19.9% | -8.2% | +6.9% |
| 3M | -12.5% | +25.9% | -38.5% | -17.4% |
| 6M | +3.6% | +21.1% | -17.5% | -2.0% |
| YTD | -14.1% | +23.9% | -38.0% | -19.9% |
| 1Y | +0.8% | +21.2% | -20.5% | -5.5% |
| 3Y | +11.8% | +44.8% | -33.0% | -3.6% |
| 5Y | -35.1% | +41.4% | -76.5% | -45.5% |
| All | -60.7% | +301.3% | -362.0% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling