+680.9%
TLN vs ALK
-8.2%
+689.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.1% | +0.1% | +5.4% |
| 7D | +9.1% | +8.9% | +0.1% | +6.3% |
| 30D | -4.1% | +5.9% | -10.0% | -6.0% |
| 3M | +4.4% | -16.5% | +21.0% | +9.3% |
| 6M | -6.0% | +2.1% | -8.1% | -7.9% |
| YTD | -3.1% | -17.1% | +14.0% | -0.4% |
| 1Y | -6.1% | -2.9% | -3.2% | -7.0% |
| 3Y | +575.3% | +24.5% | +550.9% | +566.4% |
| All | +680.9% | -8.2% | +689.1% | +672.6% |
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