+0.8%
TFC vs ALK
-31.3%
+32.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | +2.3% | -1.2% | +3.4% | +2.6% |
| 30D | +10.8% | +7.7% | +3.1% | +7.4% |
| 3M | -3.8% | -19.0% | +15.2% | +3.0% |
| 6M | +9.6% | -0.2% | +9.8% | +6.5% |
| YTD | +5.8% | -23.5% | +29.3% | +12.0% |
| 1Y | +16.2% | -9.1% | +25.3% | +14.0% |
| 3Y | +96.0% | +12.0% | +84.0% | +56.3% |
| All | +0.8% | -31.3% | +32.1% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling