+528.3%
TLN vs ALK
+16.0%
+512.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +6.9% |
| 7D | -1.3% | +9.0% | -10.4% | -4.2% |
| 30D | -10.5% | -1.6% | -8.8% | -10.6% |
| 3M | +0.1% | -23.2% | +23.3% | +7.4% |
| 6M | -17.4% | -3.9% | -13.5% | -17.9% |
| YTD | -9.7% | -22.6% | +12.9% | -5.2% |
| 1Y | -12.3% | -5.3% | -6.9% | -12.5% |
| 3Y | +528.3% | +18.6% | +509.7% | +530.6% |
| All | +528.3% | +16.0% | +512.3% | +530.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling