-20.1%
TSLL vs ALK
+5.1%
-25.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.8% | -15.1% | -8.2% |
| 7D | -9.4% | +12.4% | -21.9% | -12.0% |
| 30D | +1.6% | +2.1% | -0.5% | +1.5% |
| 3M | +29.4% | -23.9% | +53.3% | +43.6% |
| 6M | -20.1% | +8.2% | -28.4% | -27.5% |
| All | -20.1% | +5.1% | -25.3% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling