+288.1%
TEL vs ALK
-39.7%
+327.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.9% | +12.9% | -13.9% | -5.0% |
| 30D | -0.2% | +5.5% | -5.8% | -2.4% |
| 3M | +2.0% | -12.1% | +14.1% | +5.9% |
| 6M | +6.4% | +1.7% | +4.7% | +4.0% |
| YTD | -3.2% | -17.4% | +14.2% | 0.0% |
| 1Y | -11.2% | -1.9% | -9.2% | -13.5% |
| 3Y | +79.8% | +21.2% | +58.5% | +50.6% |
| 5Y | +46.6% | -27.8% | +74.4% | +45.1% |
| 10Y | +288.1% | -41.0% | +329.1% | +256.6% |
| All | +288.1% | -39.7% | +327.8% | +256.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling