+529.5%
TDG vs ALK
-37.3%
+566.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -2.7% | -3.1% | +0.4% | -1.5% |
| 30D | -9.3% | -17.1% | +7.9% | -2.8% |
| 3M | -7.1% | -3.8% | -3.3% | -6.5% |
| 6M | -11.2% | -5.3% | -5.9% | -11.1% |
| YTD | -15.3% | -20.3% | +5.0% | -10.8% |
| 1Y | -12.5% | -36.0% | +23.5% | -0.7% |
| 3Y | +51.2% | +0.8% | +50.4% | +28.8% |
| 5Y | +126.1% | -28.5% | +154.6% | +119.6% |
| All | +529.5% | -37.3% | +566.8% | +426.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling