+9,412.3%
TMO vs ALK
+773.0%
+8,639.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.8% |
| 6M | +52.6% | +0.8% | +51.7% | +50.3% |
| YTD | +21.0% | -22.4% | +43.4% | +24.3% |
| 1Y | +19.4% | -10.1% | +29.4% | +18.8% |
| 3Y | +57.5% | +14.0% | +43.5% | +45.3% |
| 5Y | +11.7% | -29.8% | +41.5% | +11.2% |
| 10Y | +375.7% | -44.8% | +420.5% | +348.9% |
| All | +9,412.3% | +773.0% | +8,639.3% | +3,821.8% |
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