-97.6%
TSLQ vs ALK
+2.7%
-100.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +7.1% | -18.2% | -6.1% |
| 7D | +8.5% | +8.9% | -0.4% | +16.2% |
| 30D | -4.8% | +5.9% | -10.7% | +0.2% |
| 3M | -34.9% | -16.5% | -18.3% | -42.5% |
| 6M | -10.6% | +2.1% | -12.7% | -5.0% |
| YTD | -13.4% | -17.1% | +3.7% | -17.7% |
| 1Y | -25.9% | -2.9% | -23.0% | -18.1% |
| 3Y | -96.9% | +24.5% | -121.4% | -94.5% |
| All | -97.6% | +2.7% | -100.3% | -95.8% |
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