+6,242.0%
TGT vs ALK
+839.9%
+5,402.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.1% |
| 7D | +0.8% | -0.7% | +1.4% | +0.9% |
| 30D | +12.2% | -19.2% | +31.4% | +17.8% |
| 3M | +33.8% | -1.5% | +35.3% | +33.2% |
| 6M | +39.3% | -13.1% | +52.3% | +41.2% |
| YTD | +72.9% | -16.4% | +89.3% | +76.1% |
| 1Y | +84.6% | -33.1% | +117.6% | +97.6% |
| 3Y | +46.2% | +0.6% | +45.6% | +37.6% |
| 5Y | -21.3% | -26.4% | +5.0% | -21.7% |
| 10Y | +213.5% | -34.2% | +247.7% | +187.2% |
| All | +6,242.0% | +839.9% | +5,402.1% | +1,909.0% |
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