+357.0%
TPR vs ALK
-45.1%
+402.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +1.9% |
| 7D | -1.1% | +0.9% | -2.1% | -1.8% |
| 30D | +15.1% | +3.3% | +11.8% | +12.3% |
| 3M | -13.4% | -17.6% | +4.2% | -5.8% |
| 6M | +1.4% | +0.8% | +0.5% | -2.9% |
| YTD | +4.8% | -22.4% | +27.1% | +12.5% |
| 1Y | +29.2% | -10.1% | +39.3% | +27.4% |
| 3Y | +403.7% | +14.0% | +389.7% | +293.1% |
| 5Y | +230.8% | -29.8% | +260.7% | +234.0% |
| All | +357.0% | -45.1% | +402.1% | +311.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling