+7,930.8%
TD vs ALK
+764.7%
+7,166.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +0.4% | -19.2% | +19.6% | +4.9% |
| 3M | +7.6% | -1.5% | +9.2% | +7.2% |
| 6M | +25.0% | -13.1% | +38.0% | +26.7% |
| YTD | +31.0% | -16.4% | +47.4% | +33.4% |
| 1Y | +65.2% | -33.1% | +98.3% | +75.5% |
| 3Y | +122.5% | +0.6% | +121.9% | +107.3% |
| 5Y | +124.8% | -26.4% | +151.2% | +120.2% |
| 10Y | +298.2% | -34.2% | +332.4% | +269.6% |
| All | +7,930.8% | +764.7% | +7,166.1% | +3,198.1% |
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