-60.8%
AAL vs TW
+221.1%
-281.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -3.7% | -2.3% | -1.4% | -3.2% |
| 30D | -20.8% | +3.9% | -24.7% | -21.6% |
| 3M | -1.3% | +5.7% | -7.0% | -3.4% |
| 6M | +5.4% | -14.5% | +19.9% | +8.8% |
| YTD | -14.4% | -0.9% | -13.5% | -15.6% |
| 1Y | +2.1% | -13.5% | +15.6% | +4.5% |
| 3Y | -10.6% | +25.0% | -35.5% | -20.6% |
| 5Y | -32.2% | +22.7% | -54.9% | -41.1% |
| All | -60.8% | +221.1% | -281.9% | -73.1% |
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