-22.7%
TGT vs ALK
-28.9%
+6.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.2% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | +9.5% | -18.5% | +28.0% | +15.5% |
| 3M | +32.3% | -3.6% | +35.8% | +32.1% |
| 6M | +37.0% | -3.7% | +40.7% | +35.3% |
| YTD | +71.0% | -19.0% | +90.0% | +76.5% |
| 1Y | +85.0% | -36.0% | +121.1% | +104.2% |
| 3Y | +46.8% | +2.3% | +44.5% | +33.0% |
| 5Y | -22.7% | -27.8% | +5.0% | -27.9% |
| All | -22.7% | -28.9% | +6.1% | -27.9% |
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 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