-19.2%
TNA vs ALK
-28.9%
+9.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | +1.6% |
| 7D | +4.1% | +0.1% | +4.0% | +3.9% |
| 30D | -7.6% | -18.5% | +10.8% | +11.0% |
| 3M | +8.1% | -3.6% | +11.6% | +8.1% |
| 6M | +49.0% | -3.7% | +52.7% | +46.5% |
| YTD | +51.7% | -19.0% | +70.7% | +73.0% |
| 1Y | +59.6% | -36.0% | +95.7% | +128.9% |
| 3Y | +118.9% | +2.3% | +116.6% | +66.6% |
| 5Y | -19.2% | -27.8% | +8.6% | -3.0% |
| All | -19.2% | -28.9% | +9.7% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling