+285.8%
TEL vs ALK
-45.9%
+331.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +4.5% | -1.2% | +5.7% | +4.9% |
| 30D | +2.9% | +7.7% | -4.8% | 0.0% |
| 3M | +1.1% | -19.0% | +20.1% | +7.8% |
| 6M | +5.0% | -0.2% | +5.2% | +3.2% |
| YTD | -3.9% | -23.5% | +19.6% | +1.9% |
| 1Y | -7.4% | -9.1% | +1.7% | -7.6% |
| 3Y | +81.0% | +12.0% | +69.0% | +55.7% |
| 5Y | +42.3% | -30.9% | +73.2% | +42.8% |
| All | +285.8% | -45.9% | +331.7% | +262.3% |
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