-34.8%
ALK vs TMF
-87.8%
+53.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +7.1% | +2.7% | +4.3% | +6.8% |
| 30D | -3.0% | +19.3% | -22.3% | -4.4% |
| 3M | -25.6% | -3.7% | -22.0% | -25.4% |
| 6M | +0.5% | -11.3% | +11.8% | +1.5% |
| YTD | -23.1% | -16.6% | -6.5% | -22.1% |
| 1Y | -7.5% | -21.1% | +13.6% | -6.2% |
| 3Y | +15.3% | -26.8% | +42.1% | +16.8% |
| 5Y | -34.8% | -88.0% | +53.2% | -45.0% |
| All | -34.8% | -87.8% | +53.1% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling