+34.6%
TPR vs ALK
-2.0%
+36.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +12.1% | +12.9% | -0.9% | +7.6% |
| 30D | +16.7% | +5.5% | +11.1% | +14.2% |
| 3M | -17.4% | -12.1% | -5.3% | -14.5% |
| 6M | +2.3% | +1.7% | +0.6% | -0.9% |
| YTD | +7.1% | -17.4% | +24.6% | +9.4% |
| All | +34.6% | -2.0% | +36.6% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling