+85.5%
TGT vs ALK
-5.3%
+90.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +4.8% | +12.9% | -8.2% | +2.6% |
| 30D | +5.3% | +5.5% | -0.2% | +4.0% |
| 3M | +7.2% | -12.1% | +19.3% | +8.7% |
| 6M | +31.4% | +1.7% | +29.7% | +30.2% |
| YTD | +70.1% | -17.4% | +87.5% | +73.9% |
| 1Y | +85.5% | -1.9% | +87.5% | +76.9% |
| All | +85.5% | -5.3% | +90.8% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling