-27.6%
AAL vs TSEM
+716.1%
-743.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.9% | +0.2% |
| 7D | -0.1% | +7.0% | -7.0% | -1.4% |
| 30D | +11.7% | -29.8% | +41.5% | +18.0% |
| 3M | -12.5% | -41.9% | +29.4% | -4.9% |
| 6M | +3.6% | -45.8% | +49.4% | +11.2% |
| YTD | -14.1% | +25.1% | -39.2% | -23.5% |
| 1Y | +0.8% | +48.2% | -47.5% | -13.5% |
| 3Y | +11.8% | +476.5% | -464.7% | -28.0% |
| 5Y | -35.1% | +301.4% | -336.5% | -55.8% |
| 10Y | -68.3% | +812.9% | -881.2% | -81.6% |
| All | -27.6% | +716.1% | -743.7% | -62.9% |
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