+0.6%
TRI vs ALK
-31.3%
+31.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +0.8% |
| 7D | -7.5% | +0.9% | -8.4% | -7.7% |
| 30D | +3.9% | +3.3% | +0.6% | +3.4% |
| 3M | +7.2% | -17.6% | +24.7% | +8.8% |
| 6M | +27.0% | +0.8% | +26.1% | +26.0% |
| YTD | -14.0% | -22.4% | +8.3% | -12.8% |
| 1Y | -17.7% | -10.1% | -7.6% | -18.1% |
| 3Y | -10.7% | +14.0% | -24.6% | -17.6% |
| 5Y | +0.6% | -29.8% | +30.4% | -1.4% |
| All | +0.6% | -31.3% | +31.9% | -1.4% |
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 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