-45.4%
TE vs ALK
-28.1%
-17.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.4% |
| 7D | +15.0% | -3.0% | +17.9% | +16.9% |
| 30D | -7.5% | -14.6% | +7.1% | +2.1% |
| 3M | -42.0% | -10.6% | -31.4% | -38.1% |
| 6M | -31.4% | -6.7% | -24.7% | -30.2% |
| YTD | -26.5% | -19.8% | -6.7% | -17.2% |
| 1Y | +153.1% | -35.2% | +188.3% | +223.1% |
| 3Y | -20.7% | +1.4% | -22.1% | -28.3% |
| 5Y | -45.4% | -30.7% | -14.8% | -41.6% |
| All | -45.4% | -28.1% | -17.3% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling