-78.9%
TE vs ALK
-37.3%
-41.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.5% |
| 7D | -26.9% | +12.9% | -39.8% | -30.3% |
| 30D | -38.9% | +5.5% | -44.5% | -40.4% |
| 3M | -61.0% | -12.1% | -48.9% | -59.3% |
| 6M | -66.4% | +1.7% | -68.1% | -66.5% |
| YTD | -69.0% | -17.4% | -51.6% | -67.0% |
| 1Y | -54.0% | -1.9% | -52.1% | -53.5% |
| 3Y | +38.0% | +21.2% | +16.8% | +32.4% |
| 5Y | -81.0% | -27.8% | -53.2% | -80.2% |
| All | -78.9% | -37.3% | -41.6% | -77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling