+11.6%
TDY vs ALK
-33.1%
+44.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | +0.1% |
| 7D | -1.8% | -0.7% | -1.2% | -1.7% |
| 30D | -10.7% | -19.2% | +8.5% | -6.8% |
| 3M | -1.3% | -1.5% | +0.2% | -1.7% |
| 6M | -10.6% | -13.1% | +2.5% | -9.4% |
| YTD | +19.6% | -16.4% | +36.0% | +20.8% |
| 1Y | +11.6% | -33.1% | +44.7% | +15.4% |
| All | +11.6% | -33.1% | +44.7% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling