+201.6%
TGT vs ALK
-45.9%
+247.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +2.6% | -1.2% | +3.8% | +2.9% |
| 30D | +4.7% | +7.7% | -3.0% | +3.0% |
| 3M | +4.6% | -19.0% | +23.5% | +8.8% |
| 6M | +34.9% | -0.2% | +35.1% | +33.2% |
| YTD | +70.9% | -23.5% | +94.4% | +76.7% |
| 1Y | +84.4% | -9.1% | +93.5% | +83.3% |
| 3Y | +69.1% | +12.0% | +57.1% | +58.0% |
| 5Y | -26.9% | -30.9% | +3.9% | -26.6% |
| All | +201.6% | -45.9% | +247.5% | +197.3% |
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