+18.6%
ALK vs TCOM
+30.2%
-11.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +9.0% | +12.1% | -3.0% | +6.7% |
| 30D | -1.6% | +16.5% | -18.1% | -4.5% |
| 3M | -23.2% | -4.0% | -19.1% | -22.7% |
| 6M | -3.9% | -18.5% | +14.6% | -0.3% |
| YTD | -22.6% | -38.3% | +15.7% | -15.9% |
| 1Y | -5.3% | -36.6% | +31.3% | +2.3% |
| 3Y | +18.6% | +31.1% | -12.6% | +9.1% |
| All | +18.6% | +30.2% | -11.6% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling