-97.7%
TSLQ vs ALK
-5.2%
-92.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +2.7% |
| 7D | -16.8% | -1.2% | -15.7% | -17.1% |
| 30D | -18.0% | +7.7% | -25.7% | -12.8% |
| 3M | -34.5% | -19.0% | -15.5% | -43.4% |
| 6M | -8.9% | -0.2% | -8.7% | -4.2% |
| YTD | -19.0% | -23.5% | +4.5% | -27.3% |
| 1Y | -38.2% | -9.1% | -29.1% | -34.8% |
| 3Y | -96.9% | +12.0% | -108.9% | -94.9% |
| All | -97.7% | -5.2% | -92.5% | -96.3% |
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