+35.0%
TDY vs ALK
-28.1%
+63.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -1.8% | -3.0% | +1.1% | -1.2% |
| 30D | -13.8% | -14.6% | +0.8% | -10.7% |
| 3M | -3.9% | -10.6% | +6.7% | -2.0% |
| 6M | -9.0% | -6.7% | -2.3% | -9.1% |
| YTD | +16.5% | -19.8% | +36.3% | +20.0% |
| 1Y | +9.3% | -35.2% | +44.5% | +17.9% |
| 3Y | +45.1% | +1.4% | +43.7% | +32.8% |
| 5Y | +35.0% | -30.7% | +65.6% | +31.0% |
| All | +35.0% | -28.1% | +63.1% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling