+1,815.4%
TSM vs AAL
-65.6%
+1,881.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +4.8% | -1.3% | +6.1% | +5.1% |
| 30D | +4.0% | -13.7% | +17.8% | +7.2% |
| 3M | +2.0% | -8.2% | +10.1% | +3.4% |
| 6M | +25.5% | +13.1% | +12.4% | +21.5% |
| YTD | +44.0% | -15.6% | +59.6% | +47.3% |
| 1Y | +75.4% | +1.4% | +74.0% | +72.1% |
| 3Y | +406.7% | -7.4% | +414.2% | +388.1% |
| 5Y | +285.0% | -35.9% | +320.9% | +285.5% |
| 10Y | +1,815.4% | -65.1% | +1,880.5% | +2,008.8% |
| All | +1,815.4% | -65.6% | +1,881.0% | +2,008.8% |
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