+84.4%
TSM vs AAL
-2.5%
+86.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.6% | +2.5% |
| 7D | +2.7% | -3.7% | +6.5% | +3.8% |
| 30D | +3.6% | -20.8% | +24.4% | +10.2% |
| 3M | -3.4% | -1.3% | -2.1% | -3.4% |
| 6M | +20.6% | +5.4% | +15.2% | +16.3% |
| YTD | +41.9% | -14.4% | +56.2% | +41.7% |
| 1Y | +84.4% | +2.1% | +82.3% | +75.2% |
| All | +84.4% | -2.5% | +86.9% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling