-55.8%
AAL vs TXG
+16.0%
-71.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -3.7% | +1.8% | -5.5% | -4.2% |
| 30D | -20.8% | +32.0% | -52.8% | -26.6% |
| 3M | -1.3% | +87.0% | -88.3% | -16.8% |
| 6M | +5.4% | +180.1% | -174.7% | -20.3% |
| YTD | -14.4% | +284.1% | -298.5% | -40.4% |
| 1Y | +2.1% | +361.7% | -359.6% | -33.1% |
| 3Y | -10.6% | +15.9% | -26.5% | -26.7% |
| 5Y | -32.2% | -66.2% | +34.0% | -40.2% |
| All | -55.8% | +16.0% | -71.9% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling