+290.7%
TSM vs AAL
-33.9%
+324.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.9% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +4.5% | -19.0% | +23.5% | +11.2% |
| 3M | +3.1% | -5.1% | +8.2% | +4.0% |
| 6M | +30.2% | +15.5% | +14.7% | +23.0% |
| YTD | +45.2% | -15.8% | +61.0% | +49.8% |
| 1Y | +79.6% | -0.3% | +79.9% | +74.6% |
| 3Y | +411.0% | -7.7% | +418.6% | +373.2% |
| 5Y | +290.7% | -32.5% | +323.2% | +277.4% |
| All | +290.7% | -33.9% | +324.6% | +277.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling