+615.7%
ALK vs TCOM
+2,870.5%
-2,254.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.0% |
| 7D | +2.6% | +2.2% | +0.4% | +2.1% |
| 30D | +7.8% | +12.5% | -4.7% | +5.1% |
| 3M | -15.2% | -5.6% | -9.6% | -14.3% |
| 6M | +5.0% | -16.5% | +21.5% | +8.5% |
| YTD | -18.4% | -39.4% | +20.9% | -10.2% |
| 1Y | -2.4% | -41.0% | +38.6% | +8.2% |
| 3Y | +19.8% | +29.2% | -9.5% | +8.2% |
| 5Y | -27.8% | +41.6% | -69.4% | -39.8% |
| 10Y | -42.0% | +6.6% | -48.6% | -50.8% |
| All | +615.7% | +2,870.5% | -2,254.8% | +212.4% |
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 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