+131.2%
TLT vs ALK
+680.5%
-549.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | +0.2% |
| 7D | -0.4% | -0.7% | +0.2% | -0.5% |
| 30D | -0.6% | -19.2% | +18.7% | -1.5% |
| 3M | -2.7% | -1.5% | -1.2% | -2.7% |
| 6M | -5.6% | -13.1% | +7.4% | -6.0% |
| YTD | -2.8% | -16.4% | +13.6% | -3.3% |
| 1Y | -1.4% | -33.1% | +31.6% | -2.9% |
| 3Y | -1.6% | +0.6% | -2.2% | 0.0% |
| 5Y | -33.8% | -26.4% | -7.4% | -33.5% |
| 10Y | -21.1% | -34.2% | +13.0% | -18.7% |
| All | +131.2% | +680.5% | -549.2% | +197.9% |
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 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