-66.0%
AAL vs TSN
+17.5%
-83.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +3.4% | -0.3% | +3.7% | +3.6% |
| 30D | +11.7% | +11.8% | 0.0% | +6.2% |
| 3M | -7.8% | +7.1% | -14.9% | -10.9% |
| 6M | +10.2% | -9.2% | +19.4% | +14.6% |
| YTD | -8.0% | +4.8% | -12.8% | -11.3% |
| 1Y | +8.5% | +11.6% | -3.1% | +1.2% |
| 3Y | +19.5% | +41.5% | -22.0% | -4.4% |
| 5Y | -33.9% | -15.5% | -18.3% | -31.5% |
| 10Y | -66.0% | +16.9% | -82.9% | -68.5% |
| All | -66.0% | +17.5% | -83.5% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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