+42.2%
TSN vs ALK
+16.0%
+26.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +4.6% | +9.0% | -4.4% | +4.1% |
| 30D | +15.4% | -1.6% | +17.1% | +15.4% |
| 3M | +2.9% | -23.2% | +26.1% | +4.1% |
| 6M | -10.8% | -3.9% | -6.9% | -10.9% |
| YTD | +4.5% | -22.6% | +27.0% | +5.1% |
| 1Y | +19.5% | -5.3% | +24.8% | +18.8% |
| 3Y | +42.2% | +18.6% | +23.6% | +39.4% |
| All | +42.2% | +16.0% | +26.2% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling