-41.0%
ALK vs TAP
-48.8%
+7.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +12.9% | -4.5% | +17.5% | +15.6% |
| 30D | +5.5% | +7.5% | -1.9% | +1.6% |
| 3M | -12.1% | -4.9% | -7.2% | -10.3% |
| 6M | +1.7% | -3.5% | +5.2% | +2.6% |
| YTD | -17.4% | -11.4% | -6.0% | -13.9% |
| 1Y | -1.9% | -10.8% | +8.9% | +1.6% |
| 3Y | +21.2% | -24.5% | +45.7% | +34.4% |
| 5Y | -27.8% | +2.5% | -30.3% | -35.0% |
| 10Y | -41.0% | -47.6% | +6.6% | -45.5% |
| All | -41.0% | -48.8% | +7.8% | -45.5% |
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