-16.7%
TLN vs ALK
-33.1%
+16.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.2% | +3.2% |
| 7D | +7.1% | -0.7% | +7.7% | +7.3% |
| 30D | -3.9% | -19.2% | +15.3% | +3.1% |
| 3M | -16.2% | -1.5% | -14.6% | -16.8% |
| 6M | -5.8% | -13.1% | +7.2% | -4.3% |
| YTD | -15.4% | -16.4% | +1.0% | -13.2% |
| 1Y | -16.7% | -33.1% | +16.4% | -14.4% |
| All | -16.7% | -33.1% | +16.4% | -14.4% |
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