+9,422.9%
TMO vs ALK
+760.3%
+8,662.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +0.8% | -1.2% | +2.0% | +1.0% |
| 30D | +4.0% | +7.7% | -3.7% | +2.3% |
| 3M | +17.6% | -19.0% | +36.6% | +21.8% |
| 6M | +57.3% | -0.2% | +57.5% | +55.3% |
| YTD | +21.2% | -23.5% | +44.7% | +24.8% |
| 1Y | +21.1% | -9.1% | +30.2% | +20.3% |
| 3Y | +58.8% | +12.0% | +46.8% | +47.0% |
| 5Y | +11.8% | -30.9% | +42.7% | +11.6% |
| 10Y | +376.2% | -45.6% | +421.8% | +350.7% |
| All | +9,422.9% | +760.3% | +8,662.6% | +3,837.2% |
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