+101.5%
TD vs ALK
-34.8%
+136.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.7% | +9.0% | -10.7% | -3.4% |
| 30D | +8.2% | -1.6% | +9.9% | +8.3% |
| 3M | +1.7% | -23.2% | +24.9% | +6.5% |
| 6M | +14.2% | -3.9% | +18.1% | +13.7% |
| YTD | +32.8% | -22.6% | +55.3% | +36.6% |
| 1Y | +55.5% | -5.3% | +60.8% | +53.4% |
| 3Y | +129.6% | +18.6% | +111.1% | +96.6% |
| All | +101.5% | -34.8% | +136.3% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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