-9.7%
TRI vs ALK
-28.1%
+18.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.8% |
| 7D | -8.4% | -3.0% | -5.4% | -8.2% |
| 30D | -6.5% | -14.6% | +8.1% | -5.2% |
| 3M | +18.6% | -10.6% | +29.1% | +19.5% |
| 6M | -10.4% | -6.7% | -3.7% | -10.3% |
| YTD | -23.7% | -19.8% | -3.9% | -22.7% |
| 1Y | -42.5% | -35.2% | -7.3% | -40.5% |
| 3Y | -19.3% | +1.4% | -20.7% | -23.3% |
| 5Y | -9.7% | -30.7% | +21.0% | -14.1% |
| All | -9.7% | -28.1% | +18.4% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling