+42.8%
TSM vs AAL
-1.1%
+43.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | +6.2% | -0.1% | +6.3% | +6.2% |
| 30D | -7.3% | +11.7% | -19.0% | -10.1% |
| 3M | -7.1% | -12.5% | +5.4% | -3.7% |
| 6M | +0.2% | +3.6% | -3.4% | -1.7% |
| YTD | +32.2% | -14.1% | +46.3% | +29.9% |
| 1Y | +42.8% | +0.8% | +42.0% | +34.3% |
| All | +42.8% | -1.1% | +43.9% | +34.3% |
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