+14,122.2%
TDG vs ALK
+491.0%
+13,631.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +2.3% | +2.6% | -0.3% | +1.4% |
| 30D | +11.2% | +7.8% | +3.4% | +8.3% |
| 3M | +0.2% | -15.2% | +15.5% | +4.8% |
| 6M | +3.9% | +5.0% | -1.2% | +1.0% |
| YTD | -6.4% | -18.4% | +12.0% | -3.3% |
| 1Y | -3.8% | -2.4% | -1.4% | -6.4% |
| 3Y | +46.8% | +19.8% | +27.0% | +24.9% |
| 5Y | +128.3% | -27.8% | +156.0% | +125.4% |
| 10Y | +569.3% | -42.0% | +611.2% | +545.3% |
| All | +14,122.2% | +491.0% | +13,631.2% | +6,212.0% |
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