+67.6%
TEL vs ALK
+1.7%
+65.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.0% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -4.9% | -18.5% | +13.6% | +0.1% |
| 3M | +0.1% | -3.6% | +3.6% | +0.5% |
| 6M | +0.4% | -3.7% | +4.0% | -0.1% |
| YTD | -8.9% | -19.0% | +10.1% | -6.0% |
| 1Y | -0.3% | -36.0% | +35.7% | +7.9% |
| 3Y | +67.6% | +2.3% | +65.3% | +57.7% |
| All | +67.6% | +1.7% | +65.9% | +57.7% |
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