+11.8%
TSN vs ALK
-37.5%
+49.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.8% | -1.0% |
| 7D | +4.9% | +8.9% | -4.0% | +3.1% |
| 30D | +12.1% | +5.9% | +6.1% | +10.5% |
| 3M | +4.1% | -16.5% | +20.6% | +7.2% |
| 6M | -10.9% | +2.1% | -13.0% | -12.5% |
| YTD | +4.8% | -17.1% | +21.9% | +5.9% |
| 1Y | +17.6% | -2.9% | +20.5% | +14.6% |
| 3Y | +43.2% | +24.5% | +18.7% | +23.5% |
| 5Y | -13.9% | -29.1% | +15.2% | -16.4% |
| 10Y | +11.8% | -39.1% | +51.0% | -14.8% |
| All | +11.8% | -37.5% | +49.3% | -14.8% |
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