-16.6%
TLT vs ALK
-41.7%
+25.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.1% | +9.0% | -8.9% | +0.3% |
| 30D | +6.2% | -1.6% | +7.8% | +6.2% |
| 3M | +0.1% | -23.2% | +23.2% | -0.5% |
| 6M | -3.0% | -3.9% | +0.9% | -2.9% |
| YTD | -2.7% | -22.6% | +19.9% | -3.2% |
| 1Y | -4.8% | -5.3% | +0.5% | -4.6% |
| 3Y | +6.9% | +18.6% | -11.7% | +9.5% |
| 5Y | -34.5% | -34.4% | -0.1% | -34.8% |
| All | -16.6% | -41.7% | +25.1% | -14.8% |
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