-27.8%
AAL vs TSEM
+1,135.2%
-1,163.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.8% | -6.6% | -0.2% |
| 7D | -3.7% | +6.9% | -10.6% | -5.0% |
| 30D | -20.8% | +5.3% | -26.1% | -22.0% |
| 3M | -1.3% | -14.9% | +13.6% | -0.9% |
| 6M | +5.4% | +80.0% | -74.7% | -10.1% |
| YTD | -14.4% | +89.4% | -103.7% | -28.4% |
| 1Y | +2.1% | +253.1% | -251.0% | -25.1% |
| 3Y | -10.6% | +642.1% | -652.7% | -44.3% |
| 5Y | -32.2% | +659.1% | -691.3% | -58.4% |
| 10Y | -62.7% | +1,291.4% | -1,354.1% | -79.7% |
| All | -27.8% | +1,135.2% | -1,163.1% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling