+47.5%
TDY vs ALK
+1.7%
+45.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -12.5% | -18.5% | +6.0% | -9.0% |
| 3M | -1.2% | -3.6% | +2.4% | -1.1% |
| 6M | -6.6% | -3.7% | -2.9% | -7.3% |
| YTD | +18.5% | -19.0% | +37.5% | +21.2% |
| 1Y | +10.8% | -36.0% | +46.8% | +18.0% |
| 3Y | +47.5% | +2.3% | +45.2% | +32.4% |
| All | +47.5% | +1.7% | +45.8% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling