+11.8%
AAL vs TSLL
-1.1%
+12.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | -0.5% |
| 7D | -0.1% | +17.8% | -17.9% | -2.5% |
| 30D | +11.7% | +8.2% | +3.5% | +9.6% |
| 3M | -12.5% | +20.9% | -33.4% | -16.2% |
| 6M | +3.6% | -37.5% | +41.1% | +7.3% |
| YTD | -14.1% | -44.5% | +30.4% | -10.7% |
| 1Y | +0.8% | -33.0% | +33.7% | +1.8% |
| 3Y | +11.8% | -6.4% | +18.2% | +1.5% |
| All | +11.8% | -1.1% | +12.9% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling