-65.1%
AAL vs TSN
-9.4%
-55.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.7% |
| 7D | -1.3% | -7.3% | +6.0% | +2.0% |
| 30D | -13.7% | -8.6% | -5.1% | -10.4% |
| 3M | -8.2% | -7.5% | -0.6% | -5.2% |
| 6M | +13.1% | -14.1% | +27.2% | +20.2% |
| YTD | -15.6% | -9.4% | -6.2% | -13.0% |
| 1Y | +1.4% | -4.1% | +5.5% | +1.2% |
| 3Y | -7.4% | +10.3% | -17.8% | -16.3% |
| 5Y | -35.9% | -19.7% | -16.2% | -32.8% |
| 10Y | -65.1% | -7.0% | -58.1% | -65.5% |
| All | -65.1% | -9.4% | -55.7% | -65.5% |
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