+13.0%
AAL vs TSEM
+595.4%
-582.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.5% |
| 7D | +2.9% | +20.5% | -17.6% | -0.3% |
| 30D | +6.5% | -29.0% | +35.4% | +11.9% |
| 3M | -10.9% | -39.4% | +28.5% | -4.2% |
| 6M | +4.9% | -28.5% | +33.4% | +4.7% |
| YTD | -13.2% | +34.4% | -47.6% | -29.1% |
| 1Y | -1.1% | +48.3% | -49.5% | -22.4% |
| All | +13.0% | +595.4% | -582.4% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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