+435.2%
TDY vs ALK
-45.9%
+481.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +4.1% | -1.2% | +5.2% | +4.4% |
| 30D | +5.7% | +7.7% | -2.0% | +3.0% |
| 3M | -4.4% | -19.0% | +14.5% | +0.7% |
| 6M | +1.2% | -0.2% | +1.4% | -0.8% |
| YTD | +26.0% | -23.5% | +49.5% | +31.5% |
| 1Y | +27.4% | -9.1% | +36.5% | +25.8% |
| 3Y | +67.5% | +12.0% | +55.5% | +45.2% |
| 5Y | +44.9% | -30.9% | +75.7% | +42.9% |
| All | +435.2% | -45.9% | +481.1% | +390.2% |
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