-97.2%
TSLQ vs ALK
+0.3%
-97.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.1% | -4.9% | -10.2% |
| 7D | -8.6% | +0.1% | -8.7% | -8.8% |
| 30D | -24.9% | -18.5% | -6.4% | -35.7% |
| 3M | -1.5% | -3.6% | +2.0% | -2.1% |
| 6M | -18.1% | -3.7% | -14.4% | -14.7% |
| YTD | -0.1% | -19.0% | +18.9% | -7.9% |
| 1Y | -51.4% | -36.0% | -15.3% | -62.7% |
| 3Y | -95.9% | +2.3% | -98.3% | -93.6% |
| All | -97.2% | +0.3% | -97.6% | -95.3% |
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