+55.9%
TNA vs ALK
-36.6%
+92.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.5% |
| 7D | -3.6% | -3.0% | -0.6% | -1.7% |
| 30D | -10.1% | -14.6% | +4.5% | -0.6% |
| 3M | +2.7% | -10.6% | +13.3% | +9.0% |
| 6M | +38.4% | -6.7% | +45.1% | +39.3% |
| YTD | +45.4% | -19.8% | +65.2% | +60.1% |
| 1Y | +55.9% | -35.2% | +91.2% | +64.1% |
| All | +55.9% | -36.6% | +92.5% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling