+66.2%
TSM vs AAL
+0.7%
+65.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +2.6% | -0.9% | +3.6% | +2.9% |
| 30D | +1.4% | -16.0% | +17.4% | +6.2% |
| 3M | +5.0% | -4.2% | +9.2% | +5.7% |
| 6M | +24.0% | +15.7% | +8.3% | +17.6% |
| YTD | +41.6% | -16.2% | +57.8% | +42.0% |
| 1Y | +66.2% | +0.2% | +65.9% | +60.1% |
| All | +66.2% | +0.7% | +65.5% | +60.1% |
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