-33.1%
ALK vs TMF
-15.2%
-17.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.3% |
| 7D | -0.7% | -1.4% | +0.8% | +0.3% |
| 30D | -19.2% | -2.8% | -16.4% | -17.6% |
| 3M | -1.5% | -10.9% | +9.4% | +6.0% |
| 6M | -13.1% | -21.3% | +8.3% | -4.0% |
| YTD | -16.4% | -15.9% | -0.5% | -8.4% |
| 1Y | -33.1% | -15.7% | -17.3% | -28.1% |
| All | -33.1% | -15.2% | -17.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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