+11.8%
AAL vs TLN
+580.6%
-568.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.5% |
| 7D | -0.1% | +11.0% | -11.1% | -2.2% |
| 30D | +11.7% | +4.9% | +6.8% | +10.1% |
| 3M | -12.5% | +4.9% | -17.5% | -14.2% |
| 6M | +3.6% | +7.1% | -3.5% | +0.3% |
| YTD | -14.1% | +0.3% | -14.4% | -16.4% |
| 1Y | +0.8% | +5.9% | -5.1% | -3.1% |
| 3Y | +11.8% | +578.5% | -566.7% | -21.0% |
| All | +11.8% | +580.6% | -568.8% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling