-10.2%
AAL vs TSLL
-57.4%
+47.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -11.8% | +13.1% | +3.0% |
| 7D | -3.7% | +1.9% | -5.6% | -4.4% |
| 30D | -20.8% | +17.8% | -38.6% | -23.3% |
| 3M | -1.3% | -37.0% | +35.7% | +3.4% |
| 6M | +5.4% | -37.7% | +43.1% | +9.7% |
| YTD | -14.4% | -51.4% | +37.0% | -8.0% |
| 1Y | +2.1% | -23.4% | +25.5% | +0.4% |
| 3Y | -10.6% | -30.8% | +20.2% | -24.1% |
| All | -10.2% | -57.4% | +47.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling