-44.2%
TNA vs ALK
-29.1%
-15.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.1% | +2.5% | +3.0% |
| 7D | +2.3% | +8.9% | -6.6% | -5.5% |
| 30D | +1.4% | +5.9% | -4.6% | -4.6% |
| 3M | -21.1% | -16.5% | -4.5% | -7.9% |
| 6M | -9.4% | +2.1% | -11.5% | -15.7% |
| YTD | +29.6% | -17.1% | +46.7% | +43.4% |
| 1Y | +34.6% | -2.9% | +37.5% | +25.8% |
| 3Y | +155.9% | +24.5% | +131.4% | +47.5% |
| 5Y | -44.2% | -29.1% | -15.0% | -26.9% |
| All | -44.2% | -29.1% | -15.0% | -26.9% |
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