-31.8%
TE vs ALK
+16.0%
-47.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.1% |
| 7D | -12.6% | +9.0% | -21.6% | -17.8% |
| 30D | -36.7% | -1.6% | -35.1% | -36.4% |
| 3M | -57.5% | -23.2% | -34.3% | -50.4% |
| 6M | -55.2% | -3.9% | -51.3% | -54.3% |
| YTD | -64.7% | -22.6% | -42.1% | -59.5% |
| 1Y | -35.9% | -5.3% | -30.5% | -33.9% |
| 3Y | -31.8% | +18.6% | -50.4% | -28.6% |
| All | -31.8% | +16.0% | -47.8% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling