-39.0%
ALK vs TCOM
-9.7%
-29.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.7% |
| 7D | +0.1% | -7.6% | +7.7% | +2.4% |
| 30D | -18.5% | -12.2% | -6.2% | -15.5% |
| 3M | -3.6% | -14.2% | +10.7% | -0.1% |
| 6M | -3.7% | -25.0% | +21.3% | +3.9% |
| YTD | -19.0% | -43.7% | +24.7% | -6.0% |
| 1Y | -36.0% | -44.5% | +8.5% | -25.5% |
| 3Y | +2.3% | +13.4% | -11.1% | -8.9% |
| 5Y | -27.8% | +26.5% | -54.2% | -43.1% |
| 10Y | -39.0% | -10.3% | -28.7% | -52.6% |
| All | -39.0% | -9.7% | -29.2% | -52.6% |
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