+676.7%
TLN vs ALK
-8.6%
+685.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +1.1% | +12.9% | -11.9% | -2.3% |
| 30D | -4.6% | +5.5% | -10.1% | -6.4% |
| 3M | +5.2% | -12.1% | +17.3% | +8.6% |
| 6M | -6.5% | +1.7% | -8.2% | -8.3% |
| YTD | -3.6% | -17.4% | +13.8% | -0.8% |
| 1Y | -8.2% | -1.9% | -6.3% | -9.3% |
| 3Y | +559.7% | +21.2% | +538.4% | +552.7% |
| All | +676.7% | -8.6% | +685.3% | +669.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling