+88.5%
TEM vs ALK
-3.2%
+91.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.8% | +0.4% | -2.0% |
| 7D | +7.8% | +0.9% | +6.8% | +7.5% |
| 30D | +11.2% | +3.3% | +8.0% | +9.2% |
| 3M | +39.0% | -17.6% | +56.5% | +51.8% |
| 6M | +61.6% | +0.8% | +60.8% | +54.2% |
| YTD | +28.5% | -22.4% | +50.9% | +37.4% |
| 1Y | +6.7% | -10.1% | +16.8% | +2.1% |
| All | +88.5% | -3.2% | +91.7% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling