-41.0%
ALK vs TMF
-82.2%
+41.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.6% |
| 7D | +12.9% | -1.1% | +14.0% | +12.9% |
| 30D | +5.5% | +11.8% | -6.3% | +6.3% |
| 3M | -12.1% | -4.0% | -8.1% | -12.4% |
| 6M | +1.7% | -16.5% | +18.2% | +0.2% |
| YTD | -17.4% | -19.9% | +2.5% | -18.9% |
| 1Y | -1.9% | -25.6% | +23.6% | -4.4% |
| 3Y | +21.2% | -29.9% | +51.1% | +19.4% |
| 5Y | -27.8% | -88.2% | +60.4% | -48.4% |
| 10Y | -41.0% | -81.7% | +40.7% | -52.9% |
| All | -41.0% | -82.2% | +41.2% | -52.9% |
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