+130.4%
TLT vs ALK
+618.5%
-488.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.1% |
| 7D | +0.5% | +7.1% | -6.5% | +0.9% |
| 30D | +6.0% | -3.0% | +9.0% | +5.9% |
| 3M | -0.9% | -25.6% | +24.7% | -2.2% |
| 6M | -2.6% | +0.5% | -3.1% | -2.3% |
| YTD | -3.1% | -23.1% | +19.9% | -3.9% |
| 1Y | -4.4% | -7.5% | +3.2% | -4.2% |
| 3Y | +5.5% | +15.3% | -9.9% | +8.1% |
| 5Y | -34.7% | -34.8% | +0.1% | -34.8% |
| 10Y | -17.6% | -41.2% | +23.5% | -15.5% |
| All | +130.4% | +618.5% | -488.0% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling