+2,602.0%
TFC vs ALK
+765.2%
+1,836.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.0% |
| 7D | +1.1% | +7.1% | -6.0% | -1.2% |
| 30D | +7.8% | -3.0% | +10.7% | +8.4% |
| 3M | -4.8% | -25.6% | +20.9% | +3.9% |
| 6M | +1.8% | +0.5% | +1.3% | -0.4% |
| YTD | +4.4% | -23.1% | +27.5% | +9.6% |
| 1Y | +18.0% | -7.5% | +25.5% | +16.4% |
| 3Y | +85.2% | +15.3% | +69.9% | +63.0% |
| 5Y | -1.4% | -34.8% | +33.4% | +3.0% |
| 10Y | +95.7% | -41.2% | +136.9% | +96.9% |
| All | +2,602.0% | +765.2% | +1,836.8% | +904.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling