+80.9%
TFC vs ALK
-39.7%
+120.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +1.7% | +12.9% | -11.2% | -3.6% |
| 30D | +9.0% | +5.5% | +3.5% | +5.9% |
| 3M | -2.1% | -12.1% | +10.0% | +2.4% |
| 6M | +3.4% | +1.7% | +1.6% | -0.6% |
| YTD | +5.3% | -17.4% | +22.7% | +8.5% |
| 1Y | +16.2% | -1.9% | +18.1% | +10.2% |
| 3Y | +94.8% | +21.2% | +73.5% | +52.9% |
| 5Y | -0.7% | -27.8% | +27.1% | -2.0% |
| 10Y | +80.9% | -41.0% | +121.9% | +58.3% |
| All | +80.9% | -39.7% | +120.6% | +58.3% |
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