-26.4%
ALK vs TCOM
+30.8%
-57.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -0.7% | -9.5% | +8.9% | +1.4% |
| 30D | -19.2% | -10.7% | -8.5% | -17.4% |
| 3M | -1.5% | -14.6% | +13.1% | +1.2% |
| 6M | -13.1% | -19.3% | +6.3% | -9.5% |
| YTD | -16.4% | -42.9% | +26.5% | -7.0% |
| 1Y | -33.1% | -43.8% | +10.7% | -25.3% |
| 3Y | +0.6% | +2.1% | -1.5% | -4.6% |
| All | -26.4% | +30.8% | -57.2% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling