+23.6%
TDY vs ALK
-1.1%
+24.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +8.8% | -13.5% | -6.2% |
| 7D | -5.0% | +12.4% | -17.5% | -7.2% |
| 30D | +2.0% | +2.1% | -0.1% | +1.5% |
| 3M | -7.7% | -23.9% | +16.2% | -2.8% |
| 6M | -0.9% | +8.2% | -9.1% | -3.9% |
| YTD | +23.7% | -20.5% | +44.2% | +25.4% |
| 1Y | +23.6% | -1.0% | +24.7% | +16.5% |
| All | +23.6% | -1.1% | +24.7% | +16.5% |
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 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