-7.7%
AAL vs TSEM
+668.6%
-676.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.5% |
| 7D | -0.3% | +10.4% | -10.7% | -2.2% |
| 30D | -19.0% | -12.9% | -6.1% | -17.1% |
| 3M | -5.1% | -9.2% | +4.1% | -6.3% |
| 6M | +15.5% | +98.8% | -83.3% | -9.9% |
| YTD | -15.8% | +87.2% | -103.0% | -34.5% |
| 1Y | -0.3% | +239.0% | -239.3% | -38.1% |
| 3Y | -7.7% | +679.5% | -687.2% | -63.0% |
| All | -7.7% | +668.6% | -676.3% | -63.0% |
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