+19.4%
TSN vs ALK
-1.1%
+20.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.8% | -3.4% | +4.9% |
| 7D | +8.4% | +12.4% | -4.0% | +7.7% |
| 30D | +16.1% | +2.1% | +14.0% | +15.8% |
| 3M | +3.2% | -23.9% | +27.0% | +4.2% |
| 6M | -11.1% | +8.2% | -19.4% | -11.5% |
| YTD | +5.1% | -20.5% | +25.6% | +5.3% |
| 1Y | +19.4% | -1.0% | +20.4% | +16.5% |
| All | +19.4% | -1.1% | +20.5% | +16.5% |
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 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