-1.0%
ALK vs TCOM
-39.6%
+38.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.6% | +8.2% |
| 7D | +12.4% | +10.7% | +1.7% | +10.6% |
| 30D | +2.1% | +10.1% | -8.0% | +0.5% |
| 3M | -23.9% | -8.9% | -15.0% | -22.8% |
| 6M | +8.2% | -19.2% | +27.4% | +13.1% |
| YTD | -20.5% | -40.6% | +20.2% | -15.8% |
| 1Y | -1.0% | -39.0% | +38.0% | +3.8% |
| All | -1.0% | -39.6% | +38.6% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling