-27.8%
AAL vs TSN
+334.8%
-362.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | -3.7% | -6.3% | +2.6% | -0.5% |
| 30D | -20.8% | -10.8% | -10.0% | -16.0% |
| 3M | -1.3% | -8.8% | +7.5% | +3.2% |
| 6M | +5.4% | -16.8% | +22.2% | +15.3% |
| YTD | -14.4% | -10.0% | -4.4% | -10.9% |
| 1Y | +2.1% | -5.3% | +7.4% | +2.5% |
| 3Y | -10.6% | +8.5% | -19.1% | -19.4% |
| 5Y | -32.2% | -22.9% | -9.3% | -27.7% |
| 10Y | -62.7% | -12.6% | -50.1% | -65.1% |
| All | -27.8% | +334.8% | -362.7% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling