-46.6%
ALK vs TCOM
+5.0%
-51.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.6% |
| 7D | +0.9% | -1.4% | +2.3% | +1.3% |
| 30D | +3.3% | +11.5% | -8.2% | +0.2% |
| 3M | -17.6% | -5.2% | -12.4% | -16.5% |
| 6M | +0.8% | -16.9% | +17.7% | +5.3% |
| YTD | -22.4% | -39.9% | +17.5% | -11.7% |
| 1Y | -10.1% | -42.1% | +32.0% | +3.5% |
| 3Y | +14.0% | +28.0% | -14.1% | -2.1% |
| 5Y | -29.8% | +40.4% | -70.2% | -46.4% |
| All | -46.6% | +5.0% | -51.6% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling