-5.8%
TLT vs ALK
-5.3%
-0.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -0.3% | +12.9% | -13.2% | -1.2% |
| 30D | +3.7% | +5.5% | -1.8% | +3.1% |
| 3M | -0.7% | -12.1% | +11.4% | 0.0% |
| 6M | -4.2% | +1.7% | -5.9% | -4.7% |
| YTD | -4.0% | -17.4% | +13.4% | -4.6% |
| 1Y | -5.8% | -1.9% | -3.9% | -6.9% |
| All | -5.8% | -5.3% | -0.6% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling