+186.2%
TRI vs ALK
-37.3%
+223.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -14.4% | -3.1% | -11.2% | -14.1% |
| 30D | -8.1% | -17.1% | +9.0% | -6.3% |
| 3M | +17.5% | -3.8% | +21.3% | +17.7% |
| 6M | -5.0% | -5.3% | +0.3% | -5.2% |
| YTD | -24.7% | -20.3% | -4.4% | -23.7% |
| 1Y | -41.5% | -36.0% | -5.5% | -39.3% |
| 3Y | -20.3% | +0.8% | -21.1% | -23.9% |
| 5Y | -10.9% | -28.5% | +17.6% | -12.5% |
| All | +186.2% | -37.3% | +223.5% | +160.6% |
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