-9.4%
AAL vs TSLQ
-97.3%
+87.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.0% | +6.3% | -3.0% |
| 7D | -0.3% | -8.6% | +8.3% | -1.7% |
| 30D | -19.0% | -24.9% | +5.9% | -22.4% |
| 3M | -5.1% | -1.5% | -3.6% | -2.3% |
| 6M | +15.5% | -18.1% | +33.5% | +17.5% |
| YTD | -15.8% | -0.1% | -15.7% | -10.7% |
| 1Y | -0.3% | -51.4% | +51.1% | -3.9% |
| 3Y | -7.7% | -95.9% | +88.3% | -24.3% |
| All | -9.4% | -97.3% | +87.9% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling