-56.6%
AAL vs TXG
+21.5%
-78.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -2.8% |
| 7D | -0.3% | +9.4% | -9.7% | -2.5% |
| 30D | -19.0% | +26.1% | -45.1% | -23.9% |
| 3M | -5.1% | +124.8% | -129.9% | -23.4% |
| 6M | +15.5% | +215.2% | -199.8% | -15.1% |
| YTD | -15.8% | +302.2% | -318.0% | -42.0% |
| 1Y | -0.3% | +370.9% | -371.2% | -35.0% |
| 3Y | -7.7% | +38.5% | -46.2% | -27.2% |
| 5Y | -32.5% | -64.4% | +31.8% | -41.2% |
| All | -56.6% | +21.5% | -78.1% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TXG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling