-11.8%
TLT vs ALK
-41.4%
+29.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | 0.0% |
| 7D | -1.0% | +2.6% | -3.6% | -1.0% |
| 30D | +3.7% | +7.8% | -4.1% | +3.9% |
| 3M | -0.8% | -15.2% | +14.5% | -1.1% |
| 6M | -3.6% | +5.0% | -8.6% | -3.3% |
| YTD | -3.9% | -18.4% | +14.5% | -4.3% |
| 1Y | -6.2% | -2.4% | -3.8% | -5.9% |
| 3Y | +4.2% | +19.8% | -15.6% | +6.5% |
| 5Y | -34.7% | -27.8% | -6.9% | -34.8% |
| 10Y | -11.8% | -42.0% | +30.1% | -10.4% |
| All | -11.8% | -41.4% | +29.6% | -10.4% |
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