-4.8%
AAL vs TLN
+683.0%
-687.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.2% | +0.2% | +6.0% |
| 7D | +8.3% | +9.1% | -0.8% | +6.0% |
| 30D | +11.0% | -4.1% | +15.1% | +11.5% |
| 3M | -11.2% | +4.4% | -15.6% | -12.8% |
| 6M | +6.1% | -6.0% | +12.1% | +5.4% |
| YTD | -7.6% | -3.1% | -4.5% | -9.5% |
| 1Y | +3.7% | -6.1% | +9.8% | +2.0% |
| 3Y | +20.5% | +575.3% | -554.8% | -25.5% |
| All | -4.8% | +683.0% | -687.8% | -43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling