+155.6%
TE vs ALK
-35.5%
+191.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.1% | +13.1% | +12.3% |
| 7D | +18.2% | +0.1% | +18.1% | +17.7% |
| 30D | -13.5% | -18.5% | +5.0% | +0.6% |
| 3M | -44.6% | -3.6% | -41.0% | -44.1% |
| 6M | -24.7% | -3.7% | -21.0% | -23.8% |
| YTD | -24.3% | -19.0% | -5.2% | -8.1% |
| 1Y | +155.6% | -36.0% | +191.6% | +197.4% |
| All | +155.6% | -35.5% | +191.1% | +197.4% |
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