-32.5%
AAL vs TXT
+12.6%
-45.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.2% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -19.0% | -11.1% | -7.9% | -11.1% |
| 3M | -5.1% | -13.0% | +7.9% | +5.3% |
| 6M | +15.5% | -16.2% | +31.7% | +31.6% |
| YTD | -15.8% | -8.7% | -7.1% | -11.4% |
| 1Y | -0.3% | -3.8% | +3.5% | -0.1% |
| 3Y | -7.7% | +5.5% | -13.2% | -18.4% |
| 5Y | -32.5% | +12.3% | -44.8% | -44.1% |
| All | -32.5% | +12.6% | -45.1% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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