+87.5%
TNA vs ALK
-39.2%
+126.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.2% |
| 7D | -3.6% | -3.0% | -0.6% | -0.8% |
| 30D | -10.1% | -14.6% | +4.5% | +4.2% |
| 3M | +2.7% | -10.6% | +13.3% | +11.3% |
| 6M | +38.4% | -6.7% | +45.1% | +40.5% |
| YTD | +45.4% | -19.8% | +65.2% | +67.7% |
| 1Y | +55.9% | -35.2% | +91.2% | +120.0% |
| 3Y | +109.8% | +1.4% | +108.4% | +72.9% |
| 5Y | -22.5% | -30.7% | +8.1% | +3.7% |
| 10Y | +87.5% | -37.4% | +124.9% | +148.6% |
| All | +87.5% | -39.2% | +126.8% | +148.6% |
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