-46.6%
ALK vs TMF
-81.8%
+35.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.4% | -0.4% | -5.1% |
| 7D | +0.9% | -8.2% | +9.1% | +0.4% |
| 30D | +3.3% | +5.3% | -2.1% | +3.6% |
| 3M | -17.6% | -8.5% | -9.1% | -18.0% |
| 6M | +0.8% | -17.2% | +18.0% | -0.6% |
| YTD | -22.4% | -23.4% | +1.0% | -24.0% |
| 1Y | -10.1% | -30.2% | +20.2% | -12.7% |
| 3Y | +14.0% | -32.9% | +46.9% | +12.0% |
| 5Y | -29.8% | -88.5% | +58.7% | -49.7% |
| All | -46.6% | -81.8% | +35.2% | -57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling