-97.3%
TSLQ vs ALK
-4.1%
-93.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.6% | -9.0% | -8.0% |
| 7D | +19.7% | +9.0% | +10.6% | +27.6% |
| 30D | +4.1% | -1.6% | +5.8% | +3.3% |
| 3M | -30.9% | -23.2% | -7.7% | -42.9% |
| 6M | -13.6% | -3.9% | -9.7% | -12.5% |
| YTD | -2.6% | -22.6% | +20.0% | -12.3% |
| 1Y | -10.4% | -5.3% | -5.1% | -3.1% |
| 3Y | -96.4% | +18.6% | -115.0% | -93.8% |
| All | -97.3% | -4.1% | -93.2% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling