+6,009.4%
TGT vs ALK
+770.6%
+5,238.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +2.6% | +9.0% | -6.4% | +0.5% |
| 30D | +5.0% | -1.6% | +6.6% | +5.2% |
| 3M | +8.5% | -23.2% | +31.7% | +15.0% |
| 6M | +23.8% | -3.9% | +27.6% | +23.1% |
| YTD | +66.5% | -22.6% | +89.1% | +72.3% |
| 1Y | +84.9% | -5.3% | +90.2% | +81.8% |
| 3Y | +59.2% | +18.6% | +40.6% | +43.9% |
| 5Y | -27.2% | -34.4% | +7.2% | -25.4% |
| 10Y | +221.5% | -40.8% | +262.2% | +201.8% |
| All | +6,009.4% | +770.6% | +5,238.8% | +1,866.4% |
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