-48.5%
TE vs ALK
-38.5%
-10.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.1% | +13.1% | +11.1% |
| 7D | +18.2% | +0.1% | +18.1% | +18.0% |
| 30D | -13.5% | -18.5% | +5.0% | -6.7% |
| 3M | -44.6% | -3.6% | -41.0% | -43.9% |
| 6M | -24.7% | -3.7% | -21.0% | -24.2% |
| YTD | -24.3% | -19.0% | -5.2% | -18.6% |
| 1Y | +155.6% | -36.0% | +191.6% | +194.9% |
| 3Y | -18.3% | +2.3% | -20.6% | -18.1% |
| 5Y | -41.3% | -27.8% | -13.5% | -38.4% |
| All | -48.5% | -38.5% | -10.0% | -45.5% |
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