+84.7%
TFC vs ALK
-37.5%
+122.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | -1.1% |
| 7D | +0.3% | +8.9% | -8.6% | -3.4% |
| 30D | +9.2% | +5.9% | +3.2% | +5.9% |
| 3M | -2.9% | -16.5% | +13.6% | +3.7% |
| 6M | +3.5% | +2.1% | +1.4% | -0.6% |
| YTD | +5.4% | -17.1% | +22.5% | +8.5% |
| 1Y | +17.3% | -2.9% | +20.2% | +11.7% |
| 3Y | +96.7% | +24.5% | +72.2% | +52.4% |
| 5Y | -1.1% | -29.1% | +28.0% | -1.5% |
| 10Y | +84.7% | -39.1% | +123.9% | +59.7% |
| All | +84.7% | -37.5% | +122.2% | +59.7% |
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 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