-7.6%
AAL vs TSLQ
-97.8%
+90.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -0.4% |
| 7D | -0.1% | -16.8% | +16.8% | -2.9% |
| 30D | +11.7% | -18.0% | +29.7% | +9.2% |
| 3M | -12.5% | -34.5% | +21.9% | -17.0% |
| 6M | +3.6% | -8.9% | +12.5% | +7.4% |
| YTD | -14.1% | -19.0% | +4.9% | -10.8% |
| 1Y | +0.8% | -38.2% | +39.0% | +0.9% |
| 3Y | +11.8% | -96.9% | +108.7% | -12.6% |
| All | -7.6% | -97.8% | +90.2% | -17.8% |
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 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