+323.9%
TMO vs ALK
-37.3%
+361.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.5% | -3.1% | +0.7% | -2.0% |
| 30D | -0.3% | -17.1% | +16.8% | +2.4% |
| 3M | +25.3% | -3.8% | +29.0% | +25.4% |
| 6M | +20.9% | -5.3% | +26.1% | +20.8% |
| YTD | +4.3% | -20.3% | +24.6% | +6.3% |
| 1Y | +27.0% | -36.0% | +63.0% | +33.2% |
| 3Y | +17.5% | +0.8% | +16.8% | +13.8% |
| 5Y | +6.9% | -28.5% | +35.4% | +6.2% |
| All | +323.9% | -37.3% | +361.3% | +307.5% |
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