+10,790.5%
TSM vs AAL
-33.8%
+10,824.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.6% | +2.7% |
| 7D | +2.7% | -3.7% | +6.5% | +3.3% |
| 30D | +3.6% | -20.8% | +24.4% | +7.4% |
| 3M | -3.4% | -1.3% | -2.1% | -3.5% |
| 6M | +20.6% | +5.4% | +15.2% | +19.0% |
| YTD | +41.9% | -14.4% | +56.2% | +44.2% |
| 1Y | +84.4% | +2.1% | +82.3% | +81.7% |
| 3Y | +380.2% | -10.6% | +390.8% | +371.6% |
| 5Y | +275.3% | -32.2% | +307.5% | +277.3% |
| 10Y | +1,751.4% | -62.7% | +1,814.1% | +1,747.8% |
| All | +10,790.5% | -33.8% | +10,824.4% | +7,146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling