+13,642.4%
TDG vs ALK
+462.5%
+13,179.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.8% | +1.5% | -1.9% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | +8.1% | +3.3% | +4.9% | +6.7% |
| 3M | -2.6% | -17.6% | +14.9% | +2.7% |
| 6M | +1.0% | +0.8% | +0.2% | -0.6% |
| YTD | -9.5% | -22.4% | +12.8% | -5.1% |
| 1Y | -8.0% | -10.1% | +2.0% | -8.2% |
| 3Y | +41.8% | +14.0% | +27.8% | +22.5% |
| 5Y | +125.1% | -29.8% | +154.9% | +124.2% |
| 10Y | +546.7% | -44.8% | +591.5% | +533.1% |
| All | +13,642.4% | +462.5% | +13,179.9% | +6,092.7% |
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