+13.0%
AAL vs TSLL
-21.0%
+34.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.6% | -6.7% | +0.7% |
| 7D | +4.6% | -21.2% | +25.8% | +7.8% |
| 30D | +2.6% | -13.3% | +15.9% | +4.0% |
| 3M | -17.8% | +15.4% | -33.2% | -20.7% |
| 6M | +1.9% | -34.2% | +36.1% | +4.6% |
| YTD | -14.0% | -52.9% | +38.9% | -8.4% |
| 1Y | +0.2% | -54.3% | +54.6% | +6.6% |
| 3Y | +13.0% | -18.4% | +31.4% | +3.7% |
| All | +13.0% | -21.0% | +34.1% | +3.7% |
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 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