-9.2%
AAL vs TSLQ
-97.3%
+88.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.3% |
| 7D | -1.3% | -8.0% | +6.7% | -2.5% |
| 30D | -13.7% | -23.8% | +10.1% | -17.1% |
| 3M | -8.2% | -7.0% | -1.2% | -6.4% |
| 6M | +13.1% | -17.1% | +30.2% | +15.4% |
| YTD | -15.6% | +0.1% | -15.6% | -10.5% |
| 1Y | +1.4% | -51.2% | +52.6% | -2.1% |
| 3Y | -7.4% | -95.9% | +88.5% | -24.1% |
| All | -9.2% | -97.3% | +88.1% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling