-42.7%
ALK vs TAP
-49.3%
+6.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +2.9% |
| 7D | +9.0% | +0.5% | +8.5% | +8.9% |
| 30D | -1.6% | +9.1% | -10.8% | -6.0% |
| 3M | -23.2% | -3.8% | -19.4% | -22.0% |
| 6M | -3.9% | -3.4% | -0.4% | -3.0% |
| YTD | -22.6% | -10.6% | -11.9% | -19.6% |
| 1Y | -5.3% | -4.4% | -0.9% | -5.5% |
| 3Y | +18.6% | -24.4% | +42.9% | +31.4% |
| 5Y | -34.4% | +2.1% | -36.5% | -40.7% |
| All | -42.7% | -49.3% | +6.6% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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