-45.3%
TE vs ALK
-10.2%
-35.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -2.0% |
| 7D | -19.1% | -1.2% | -17.9% | -18.6% |
| 30D | -34.1% | +7.7% | -41.8% | -38.5% |
| 3M | -60.1% | -19.0% | -41.1% | -53.7% |
| 6M | -66.0% | -0.2% | -65.7% | -66.5% |
| YTD | -71.4% | -23.5% | -47.9% | -62.7% |
| 1Y | -45.3% | -9.1% | -36.2% | -39.3% |
| All | -45.3% | -10.2% | -35.1% | -39.3% |
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