+148.6%
TE vs ALK
-33.1%
+181.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.2% |
| 7D | -4.0% | -0.7% | -3.3% | -3.4% |
| 30D | -15.9% | -19.2% | +3.3% | -1.4% |
| 3M | -60.5% | -1.5% | -59.0% | -60.7% |
| 6M | -35.2% | -13.1% | -22.2% | -27.6% |
| YTD | -31.1% | -16.4% | -14.7% | -18.1% |
| 1Y | +148.6% | -33.1% | +181.7% | +182.7% |
| All | +148.6% | -33.1% | +181.7% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling