-47.2%
TSLL vs ALK
-16.0%
-31.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.8% | +8.2% | +7.0% |
| 7D | +33.0% | +0.9% | +32.1% | +31.9% |
| 30D | +7.7% | +3.3% | +4.4% | +3.7% |
| 3M | +34.7% | -17.6% | +52.3% | +52.4% |
| 6M | -31.5% | +0.8% | -32.3% | -36.8% |
| YTD | -42.4% | -22.4% | -20.0% | -36.7% |
| 1Y | -39.7% | -10.1% | -29.6% | -42.4% |
| 3Y | +3.4% | +14.0% | -10.6% | -19.5% |
| All | -47.2% | -16.0% | -31.1% | -46.0% |
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 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