+16.2%
TFC vs ALK
-5.3%
+21.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +1.7% | +12.9% | -11.2% | -1.1% |
| 30D | +9.0% | +5.5% | +3.5% | +7.4% |
| 3M | -2.1% | -12.1% | +10.0% | +0.1% |
| 6M | +3.4% | +1.7% | +1.6% | +1.1% |
| YTD | +5.3% | -17.4% | +22.7% | +8.3% |
| 1Y | +16.2% | -1.9% | +18.1% | +14.4% |
| All | +16.2% | -5.3% | +21.4% | +14.4% |
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