+801.4%
ALK vs TAP
+825.0%
-23.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.7% | -2.3% | +1.7% | 0.0% |
| 30D | -19.2% | -2.1% | -17.1% | -18.8% |
| 3M | -1.5% | +6.6% | -8.1% | -3.4% |
| 6M | -13.1% | -11.5% | -1.6% | -10.5% |
| YTD | -16.4% | -10.3% | -6.2% | -14.6% |
| 1Y | -33.1% | -14.4% | -18.7% | -30.8% |
| 3Y | +0.6% | -28.3% | +28.9% | +8.2% |
| 5Y | -26.4% | +1.7% | -28.1% | -28.1% |
| 10Y | -34.2% | -49.2% | +15.1% | -27.1% |
| All | +801.4% | +825.0% | -23.6% | +528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling