-21.0%
TSLQ vs ALK
-1.1%
-19.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +8.8% | -2.3% | +9.6% |
| 7D | +9.8% | +12.4% | -2.6% | +14.8% |
| 30D | -6.0% | +2.1% | -8.1% | -5.5% |
| 3M | -35.0% | -23.9% | -11.1% | -42.7% |
| 6M | -24.9% | +8.2% | -33.2% | -18.8% |
| YTD | -12.7% | -20.5% | +7.8% | -11.9% |
| 1Y | -21.0% | -1.0% | -20.0% | -9.1% |
| All | -21.0% | -1.1% | -19.9% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling