+741.5%
TT vs ALK
-41.4%
+782.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +3.5% | +2.6% | +0.9% | +2.8% |
| 30D | -11.0% | +7.8% | -18.8% | -13.3% |
| 3M | -12.0% | -15.2% | +3.2% | -8.4% |
| 6M | -10.4% | +5.0% | -15.5% | -13.1% |
| YTD | +9.9% | -18.4% | +28.4% | +13.0% |
| 1Y | +1.5% | -2.4% | +3.9% | -1.4% |
| 3Y | +93.7% | +19.8% | +73.9% | +65.5% |
| 5Y | +139.2% | -27.8% | +167.0% | +134.2% |
| 10Y | +741.5% | -42.0% | +783.4% | +670.1% |
| All | +741.5% | -41.4% | +782.9% | +670.1% |
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 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