-42.7%
ALK vs TMF
-84.4%
+41.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +9.0% | +1.2% | +7.8% | +9.1% |
| 30D | -1.6% | +19.7% | -21.4% | -0.5% |
| 3M | -23.2% | -2.1% | -21.1% | -23.3% |
| 6M | -3.9% | -13.4% | +9.6% | -5.1% |
| YTD | -22.6% | -16.7% | -5.8% | -23.8% |
| 1Y | -5.3% | -23.3% | +18.0% | -7.6% |
| 3Y | +18.6% | -24.8% | +43.4% | +17.6% |
| 5Y | -34.4% | -88.0% | +53.7% | -53.2% |
| All | -42.7% | -84.4% | +41.7% | -54.3% |
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