+118.9%
TNA vs ALK
+1.7%
+117.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | +1.1% |
| 7D | +4.1% | +0.1% | +4.0% | +3.9% |
| 30D | -7.6% | -18.5% | +10.8% | +7.6% |
| 3M | +8.1% | -3.6% | +11.6% | +8.6% |
| 6M | +49.0% | -3.7% | +52.7% | +48.1% |
| YTD | +51.7% | -19.0% | +70.7% | +70.9% |
| 1Y | +59.6% | -36.0% | +95.7% | +117.1% |
| 3Y | +118.9% | +2.3% | +116.6% | +72.8% |
| All | +118.9% | +1.7% | +117.2% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling