+109.8%
TEM vs ALK
+3.4%
+106.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.1% | +3.9% | +7.4% |
| 7D | +7.6% | +8.9% | -1.3% | +2.9% |
| 30D | +19.0% | +5.9% | +13.1% | +15.3% |
| 3M | +62.2% | -16.5% | +78.8% | +75.8% |
| 6M | +69.4% | +2.1% | +67.2% | +61.1% |
| YTD | +43.0% | -17.1% | +60.1% | +47.8% |
| 1Y | +18.0% | -2.9% | +20.9% | +8.1% |
| All | +109.8% | +3.4% | +106.4% | +81.6% |
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