-20.1%
TSLQ vs ALK
-4.9%
-15.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +7.1% | -18.2% | -8.1% |
| 7D | +8.5% | +8.9% | -0.4% | +12.8% |
| 30D | -4.8% | +5.9% | -10.7% | -2.0% |
| 3M | -34.9% | -16.5% | -18.3% | -39.9% |
| 6M | -10.6% | +2.1% | -12.7% | -5.8% |
| YTD | -13.4% | -17.1% | +3.7% | -10.5% |
| All | -20.1% | -4.9% | -15.2% | -5.6% |
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