+21.3%
TFC vs ALK
-1.1%
+22.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.8% | -5.8% | +1.0% |
| 7D | +5.1% | +12.4% | -7.4% | +2.3% |
| 30D | +9.8% | +2.1% | +7.7% | +9.0% |
| 3M | -2.4% | -23.9% | +21.4% | +2.9% |
| 6M | +4.9% | +8.2% | -3.3% | +0.9% |
| YTD | +6.6% | -20.5% | +27.0% | +10.6% |
| 1Y | +21.3% | -1.0% | +22.3% | +18.4% |
| All | +21.3% | -1.1% | +22.4% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling