+1,598.5%
TSM vs AAL
-65.8%
+1,664.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -2.1% | +10.1% | -12.1% | -4.0% |
| 30D | -12.5% | +10.6% | -23.1% | -14.5% |
| 3M | -5.0% | -5.9% | +0.9% | -4.0% |
| 6M | -3.2% | +5.7% | -8.9% | -5.1% |
| YTD | +31.5% | -8.0% | +39.5% | +31.9% |
| 1Y | +35.7% | +6.0% | +29.7% | +32.0% |
| 3Y | +323.5% | +19.6% | +303.9% | +287.7% |
| 5Y | +263.4% | -34.6% | +298.0% | +260.6% |
| 10Y | +1,598.5% | -65.5% | +1,664.0% | +1,729.7% |
| All | +1,598.5% | -65.8% | +1,664.3% | +1,729.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling