+823.0%
ALK vs TMF
-68.9%
+891.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.5% |
| 3M | -1.5% | -10.9% | +9.4% | -3.0% |
| 6M | -13.1% | -21.3% | +8.3% | -15.8% |
| YTD | -16.4% | -15.9% | -0.5% | -18.4% |
| 1Y | -33.1% | -15.7% | -17.3% | -34.5% |
| 3Y | +0.6% | -43.4% | +44.0% | -5.3% |
| 5Y | -26.4% | -87.8% | +61.4% | -45.6% |
| 10Y | -34.2% | -86.7% | +52.6% | -46.4% |
| All | +823.0% | -68.9% | +891.8% | +853.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling