+778.2%
ALK vs TMF
-69.3%
+847.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +9.0% |
| 7D | +12.4% | +4.0% | +8.4% | +12.9% |
| 30D | +2.1% | +19.5% | -17.4% | +4.1% |
| 3M | -23.9% | -3.5% | -20.3% | -24.3% |
| 6M | +8.2% | -10.6% | +18.8% | +6.5% |
| YTD | -20.5% | -17.1% | -3.4% | -22.5% |
| 1Y | -1.0% | -24.3% | +23.2% | -4.6% |
| 3Y | +19.2% | -27.2% | +46.4% | +16.3% |
| 5Y | -28.2% | -87.6% | +59.3% | -47.0% |
| 10Y | -39.2% | -84.8% | +45.6% | -49.4% |
| All | +778.2% | -69.3% | +847.5% | +805.2% |
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