+1,069.7%
TNA vs ALK
+637.6%
+432.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | -0.5% | +12.9% | -13.4% | -11.7% |
| 30D | -0.7% | +5.5% | -6.3% | -6.7% |
| 3M | -21.5% | -12.1% | -9.4% | -12.4% |
| 6M | -11.2% | +1.7% | -13.0% | -17.5% |
| YTD | +27.0% | -17.4% | +44.4% | +40.7% |
| 1Y | +28.0% | -1.9% | +30.0% | +18.7% |
| 3Y | +142.9% | +21.2% | +121.7% | +64.6% |
| 5Y | -42.6% | -27.8% | -14.8% | -26.3% |
| 10Y | +53.3% | -41.0% | +94.3% | +143.2% |
| All | +1,069.7% | +637.6% | +432.0% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling