+708.6%
TLN vs ALK
-15.3%
+723.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | +11.0% | -1.2% | +12.2% | +11.3% |
| 30D | +4.9% | +7.7% | -2.8% | +2.0% |
| 3M | +4.9% | -19.0% | +23.9% | +10.5% |
| 6M | +7.1% | -0.2% | +7.3% | +5.4% |
| YTD | +0.3% | -23.5% | +23.8% | +5.3% |
| 1Y | +5.9% | -9.1% | +15.0% | +6.7% |
| 3Y | +578.5% | +12.0% | +566.5% | +584.5% |
| All | +708.6% | -15.3% | +723.9% | +716.4% |
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 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