+11.7%
TMO vs ALK
-31.3%
+43.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.3% | -1.6% |
| 7D | +3.3% | +0.9% | +2.4% | +3.1% |
| 30D | +5.5% | +3.3% | +2.2% | +4.5% |
| 3M | +16.1% | -17.6% | +33.6% | +20.3% |
| 6M | +52.6% | +0.8% | +51.7% | +50.0% |
| YTD | +21.0% | -22.4% | +43.4% | +24.5% |
| 1Y | +19.4% | -10.1% | +29.4% | +18.4% |
| 3Y | +57.5% | +14.0% | +43.5% | +41.2% |
| 5Y | +11.7% | -29.8% | +41.5% | +8.6% |
| All | +11.7% | -31.3% | +43.0% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling