+7,529.4%
TDY vs ALK
+354.2%
+7,175.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 6M | +1.2% | -0.2% | +1.4% | -0.7% |
| YTD | +26.0% | -23.5% | +49.5% | +31.4% |
| 1Y | +27.4% | -9.1% | +36.5% | +26.0% |
| 3Y | +67.5% | +12.0% | +55.5% | +47.9% |
| 5Y | +44.9% | -30.9% | +75.7% | +43.6% |
| 10Y | +440.9% | -45.6% | +486.5% | +419.9% |
| All | +7,529.4% | +354.2% | +7,175.2% | +1,999.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling