+383.3%
TPR vs ALK
-39.7%
+423.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +12.1% | +12.9% | -0.9% | +4.9% |
| 30D | +16.7% | +5.5% | +11.1% | +12.6% |
| 3M | -17.4% | -12.1% | -5.3% | -12.9% |
| 6M | +2.3% | +1.7% | +0.6% | -2.3% |
| YTD | +7.1% | -17.4% | +24.6% | +11.6% |
| 1Y | +29.5% | -1.9% | +31.4% | +22.2% |
| 3Y | +415.0% | +21.2% | +393.8% | +289.8% |
| 5Y | +261.5% | -27.8% | +289.3% | +260.6% |
| 10Y | +383.3% | -41.0% | +424.3% | +317.0% |
| All | +383.3% | -39.7% | +423.0% | +317.0% |
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 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