+208.2%
TGT vs ALK
-39.2%
+247.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | -3.6% | -3.0% | -0.6% | -3.0% |
| 30D | +4.4% | -14.6% | +19.0% | +7.7% |
| 3M | +25.4% | -10.6% | +35.9% | +27.5% |
| 6M | +33.4% | -6.7% | +40.1% | +33.2% |
| YTD | +65.6% | -19.8% | +85.3% | +69.9% |
| 1Y | +80.3% | -35.2% | +115.5% | +92.9% |
| 3Y | +42.1% | +1.4% | +40.8% | +35.3% |
| 5Y | -25.0% | -30.7% | +5.6% | -24.9% |
| 10Y | +208.2% | -37.4% | +245.6% | +185.3% |
| All | +208.2% | -39.2% | +247.4% | +185.3% |
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