-41.5%
TRI vs ALK
-35.4%
-6.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -14.4% | -3.1% | -11.2% | -14.3% |
| 30D | -8.1% | -17.1% | +9.0% | -7.6% |
| 3M | +17.5% | -3.8% | +21.3% | +18.2% |
| 6M | -5.0% | -5.3% | +0.3% | -4.0% |
| YTD | -24.7% | -20.3% | -4.4% | -23.1% |
| 1Y | -41.5% | -36.0% | -5.5% | -37.4% |
| All | -41.5% | -35.4% | -6.1% | -37.4% |
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