+8,037.8%
TD vs ALK
+701.0%
+7,336.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.7% | +9.0% | -10.7% | -3.6% |
| 30D | +8.2% | -1.6% | +9.9% | +8.3% |
| 3M | +1.7% | -23.2% | +24.9% | +7.1% |
| 6M | +14.2% | -3.9% | +18.1% | +13.7% |
| YTD | +32.8% | -22.6% | +55.3% | +37.0% |
| 1Y | +55.5% | -5.3% | +60.8% | +53.3% |
| 3Y | +129.6% | +18.6% | +111.1% | +105.6% |
| 5Y | +102.2% | -34.4% | +136.6% | +102.9% |
| 10Y | +306.3% | -40.8% | +347.1% | +284.7% |
| All | +8,037.8% | +701.0% | +7,336.9% | +3,286.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling