-10.5%
TEM vs ALK
-1.1%
-9.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.8% | -11.6% | -4.8% |
| 7D | -1.3% | +12.4% | -13.7% | -4.1% |
| 30D | -9.5% | +2.1% | -11.6% | -10.1% |
| 3M | +60.7% | -23.9% | +84.6% | +72.5% |
| 6M | +35.5% | +8.2% | +27.3% | +30.8% |
| YTD | +28.0% | -20.5% | +48.5% | +28.0% |
| 1Y | -10.5% | -1.0% | -9.5% | -22.5% |
| All | -10.5% | -1.1% | -9.4% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling