+29.2%
TPR vs ALK
-7.4%
+36.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +1.0% |
| 7D | -1.1% | +0.9% | -2.1% | -1.5% |
| 30D | +15.1% | +3.3% | +11.8% | +13.4% |
| 3M | -13.4% | -17.6% | +4.2% | -8.6% |
| 6M | +1.4% | +0.8% | +0.5% | -1.8% |
| YTD | +4.8% | -22.4% | +27.1% | +9.0% |
| 1Y | +29.2% | -10.1% | +39.3% | +28.4% |
| All | +29.2% | -7.4% | +36.6% | +28.4% |
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 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