-34.9%
ALK vs TMF
-86.8%
+51.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.6% |
| 7D | -0.7% | -1.4% | +0.8% | -0.8% |
| 30D | -19.2% | -2.8% | -16.4% | -19.4% |
| 3M | -1.5% | -10.9% | +9.4% | -2.4% |
| 6M | -13.1% | -21.3% | +8.3% | -14.9% |
| YTD | -16.4% | -15.9% | -0.5% | -17.7% |
| 1Y | -33.1% | -15.7% | -17.3% | -34.0% |
| 3Y | +0.6% | -43.4% | +44.0% | -4.0% |
| 5Y | -26.4% | -87.8% | +61.4% | -46.7% |
| All | -34.9% | -86.8% | +51.9% | -46.9% |
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