+46.7%
TNA vs ALK
-41.4%
+88.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.8% |
| 7D | -2.1% | +2.6% | -4.7% | -4.0% |
| 30D | +3.1% | +7.8% | -4.7% | -4.9% |
| 3M | -20.2% | -15.2% | -5.0% | -7.9% |
| 6M | -10.0% | +5.0% | -15.1% | -18.6% |
| YTD | +30.3% | -18.4% | +48.8% | +46.2% |
| 1Y | +31.1% | -2.4% | +33.5% | +22.3% |
| 3Y | +149.4% | +19.8% | +129.6% | +69.5% |
| 5Y | -42.5% | -27.8% | -14.7% | -26.7% |
| 10Y | +46.7% | -42.0% | +88.6% | +114.2% |
| All | +46.7% | -41.4% | +88.1% | +114.2% |
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