-53.2%
TE vs ALK
-36.5%
-16.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.7% |
| 7D | -4.0% | -0.7% | -3.3% | -3.7% |
| 30D | -15.9% | -19.2% | +3.3% | -8.9% |
| 3M | -60.5% | -1.5% | -59.0% | -60.4% |
| 6M | -35.2% | -13.1% | -22.2% | -32.5% |
| YTD | -31.1% | -16.4% | -14.7% | -26.8% |
| 1Y | +148.6% | -33.1% | +181.7% | +182.8% |
| 3Y | -26.4% | +0.6% | -27.0% | -26.3% |
| 5Y | -48.0% | -26.4% | -21.6% | -46.0% |
| All | -53.2% | -36.5% | -16.6% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling