-27.8%
AAL vs TXT
+159.7%
-187.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -3.7% | -4.8% | +1.0% | -0.8% |
| 30D | -20.8% | -10.6% | -10.2% | -15.2% |
| 3M | -1.3% | -13.2% | +11.9% | +7.2% |
| 6M | +5.4% | -20.3% | +25.7% | +20.7% |
| YTD | -14.4% | -9.3% | -5.1% | -10.0% |
| 1Y | +2.1% | -2.7% | +4.8% | +2.6% |
| 3Y | -10.6% | +1.4% | -11.9% | -13.0% |
| 5Y | -32.2% | +9.6% | -41.8% | -36.3% |
| 10Y | -62.7% | +94.9% | -157.6% | -74.8% |
| All | -27.8% | +159.7% | -187.6% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling