+130.4%
TLT vs ALK
+622.9%
-492.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.1% | +9.0% | -8.9% | +0.5% |
| 30D | +6.2% | -1.6% | +7.8% | +6.1% |
| 3M | -0.3% | -23.2% | +22.8% | -1.5% |
| 6M | -3.4% | -3.9% | +0.5% | -3.3% |
| YTD | -3.1% | -22.6% | +19.5% | -3.9% |
| 1Y | -5.2% | -5.3% | +0.1% | -4.9% |
| 3Y | +6.5% | +18.6% | -12.1% | +9.4% |
| 5Y | -34.7% | -34.4% | -0.3% | -34.8% |
| 10Y | -17.6% | -40.8% | +23.2% | -15.4% |
| All | +130.4% | +622.9% | -492.5% | +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