+714.4%
TLN vs ALK
-9.7%
+724.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.2% |
| 7D | +15.9% | +2.6% | +13.3% | +15.2% |
| 30D | -0.3% | +7.8% | -8.1% | -2.8% |
| 3M | +5.8% | -15.2% | +21.0% | +10.2% |
| 6M | -1.2% | +5.0% | -6.3% | -4.0% |
| YTD | +1.0% | -18.4% | +19.5% | +4.3% |
| 1Y | +1.1% | -2.4% | +3.5% | 0.0% |
| 3Y | +591.7% | +19.8% | +571.9% | +586.5% |
| All | +714.4% | -9.7% | +724.1% | +709.1% |
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