-17.8%
TRI vs ALK
+1.7%
-19.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.1% | -3.4% | -6.3% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | -2.3% | -18.5% | +16.1% | -1.1% |
| 3M | +19.6% | -3.6% | +23.1% | +19.8% |
| 6M | -8.7% | -3.7% | -5.0% | -8.7% |
| YTD | -22.3% | -19.0% | -3.3% | -21.3% |
| 1Y | -40.7% | -36.0% | -4.6% | -38.9% |
| 3Y | -17.8% | +2.3% | -20.1% | -23.9% |
| All | -17.8% | +1.7% | -19.4% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling