+7.7%
AAL vs TLN
-17.6%
+25.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -8.5% | +14.9% | +8.3% |
| 7D | +8.3% | -6.0% | +14.4% | +9.5% |
| 30D | +6.2% | -1.5% | +7.8% | +5.5% |
| 3M | -17.7% | -3.9% | -13.8% | -18.1% |
| 6M | +15.4% | -15.0% | +30.5% | +16.5% |
| YTD | -11.1% | -12.8% | +1.7% | -12.3% |
| 1Y | +7.7% | -17.3% | +25.1% | +7.5% |
| All | +7.7% | -17.6% | +25.3% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling