-3.1%
AAL vs TSLL
-54.2%
+51.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +10.9% | -3.5% | +5.8% |
| 7D | +8.3% | -14.3% | +22.6% | +10.3% |
| 30D | +11.0% | -6.2% | +17.1% | +11.3% |
| 3M | -11.2% | +21.2% | -32.4% | -15.1% |
| 6M | +6.1% | -36.6% | +42.7% | +9.7% |
| YTD | -7.6% | -47.8% | +40.1% | -2.8% |
| 1Y | +3.7% | -45.2% | +49.0% | +7.9% |
| 3Y | +20.5% | -3.3% | +23.8% | -3.6% |
| All | -3.1% | -54.2% | +51.1% | -0.3% |
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