-32.6%
AAL vs TXG
-62.8%
+30.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.3% |
| 7D | -0.9% | +9.5% | -10.4% | -3.4% |
| 30D | -12.9% | +18.8% | -31.6% | -17.3% |
| 3M | -11.2% | +136.1% | -147.3% | -32.0% |
| 6M | +17.8% | +235.2% | -217.4% | -19.6% |
| YTD | -15.1% | +320.5% | -335.7% | -46.2% |
| 1Y | +0.5% | +425.2% | -424.7% | -41.5% |
| 3Y | -7.7% | +42.9% | -50.6% | -29.9% |
| All | -32.6% | -62.8% | +30.2% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling