+117.7%
TDG vs ALK
-28.6%
+146.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.4% | +12.9% | -11.5% | -2.1% |
| 30D | +10.6% | +5.5% | +5.1% | +8.6% |
| 3M | +0.2% | -12.1% | +12.3% | +3.3% |
| 6M | +0.9% | +1.7% | -0.9% | -0.7% |
| YTD | -7.8% | -17.4% | +9.6% | -5.5% |
| 1Y | -4.9% | -1.9% | -3.0% | -7.7% |
| 3Y | +44.5% | +21.2% | +23.2% | +15.2% |
| 5Y | +117.7% | -27.8% | +145.5% | +122.5% |
| All | +117.7% | -28.6% | +146.3% | +122.5% |
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