-56.2%
AAL vs TXG
+27.0%
-83.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.5% |
| 7D | -0.9% | +9.5% | -10.4% | -3.1% |
| 30D | -12.9% | +18.8% | -31.6% | -16.7% |
| 3M | -11.2% | +136.1% | -147.3% | -29.2% |
| 6M | +17.8% | +235.2% | -217.4% | -14.7% |
| YTD | -15.1% | +320.5% | -335.7% | -42.2% |
| 1Y | +0.5% | +425.2% | -424.7% | -36.1% |
| 3Y | -7.7% | +42.9% | -50.6% | -27.7% |
| 5Y | -31.3% | -62.8% | +31.5% | -40.8% |
| All | -56.2% | +27.0% | -83.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling