+2.1%
AAL vs TLN
-17.2%
+19.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.5% | +0.1% |
| 7D | -3.7% | +7.1% | -10.8% | -5.8% |
| 30D | -20.8% | -3.9% | -16.9% | -20.1% |
| 3M | -1.3% | -16.2% | +14.9% | +2.3% |
| 6M | +5.4% | -5.8% | +11.2% | +3.9% |
| YTD | -14.4% | -15.4% | +1.1% | -13.4% |
| 1Y | +2.1% | -16.7% | +18.8% | -2.2% |
| All | +2.1% | -17.2% | +19.3% | -2.2% |
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