+460.3%
TDY vs ALK
-37.3%
+497.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.9% | -3.1% | +1.2% | -1.0% |
| 30D | -12.5% | -17.1% | +4.6% | -7.8% |
| 3M | -0.8% | -3.8% | +3.0% | -0.6% |
| 6M | -9.0% | -5.3% | -3.7% | -9.5% |
| YTD | +16.8% | -20.3% | +37.1% | +21.3% |
| 1Y | +9.5% | -36.0% | +45.4% | +20.6% |
| 3Y | +45.4% | +0.8% | +44.7% | +31.4% |
| 5Y | +37.8% | -28.5% | +66.3% | +35.0% |
| All | +460.3% | -37.3% | +497.6% | +373.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling