-8.7%
AAL vs TSLQ
-97.2%
+88.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.1% |
| 7D | -0.9% | -6.6% | +5.7% | -2.0% |
| 30D | -12.9% | -24.3% | +11.4% | -16.4% |
| 3M | -11.2% | -3.6% | -7.6% | -9.2% |
| 6M | +17.8% | -12.0% | +29.8% | +21.4% |
| YTD | -15.1% | +1.4% | -16.5% | -9.8% |
| 1Y | +0.5% | -43.6% | +44.0% | -0.7% |
| 3Y | -7.7% | -95.4% | +87.7% | -22.2% |
| All | -8.7% | -97.2% | +88.5% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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