+94.8%
TFC vs ALK
+23.9%
+70.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +1.7% | +12.9% | -11.2% | -1.8% |
| 30D | +9.0% | +5.5% | +3.5% | +7.0% |
| 3M | -2.1% | -12.1% | +10.0% | +0.9% |
| 6M | +3.4% | +1.7% | +1.6% | +0.8% |
| YTD | +5.3% | -17.4% | +22.7% | +8.0% |
| 1Y | +16.2% | -1.9% | +18.1% | +12.6% |
| 3Y | +94.8% | +21.2% | +73.5% | +72.4% |
| All | +94.8% | +23.9% | +70.9% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling