-49.1%
TE vs ALK
-4.9%
-44.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.1% | -10.1% | -7.8% |
| 7D | -10.5% | +8.9% | -19.5% | -16.4% |
| 30D | -32.4% | +5.9% | -38.4% | -35.6% |
| 3M | -60.9% | -16.5% | -44.3% | -55.4% |
| 6M | -62.8% | +2.1% | -64.9% | -64.3% |
| YTD | -65.7% | -17.1% | -48.6% | -58.2% |
| All | -49.1% | -4.9% | -44.2% | -48.2% |
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