+633.3%
ALK vs TCOM
+2,694.8%
-2,061.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -0.7% | -9.5% | +8.9% | +1.5% |
| 30D | -19.2% | -10.7% | -8.5% | -17.3% |
| 3M | -1.5% | -14.6% | +13.1% | +1.3% |
| 6M | -13.1% | -19.3% | +6.3% | -9.4% |
| YTD | -16.4% | -42.9% | +26.5% | -6.6% |
| 1Y | -33.1% | -43.8% | +10.7% | -25.0% |
| 3Y | +0.6% | +2.1% | -1.5% | -4.3% |
| 5Y | -26.4% | +31.2% | -57.6% | -37.6% |
| 10Y | -34.2% | -13.9% | -20.2% | -41.8% |
| All | +633.3% | +2,694.8% | -2,061.4% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling