+911.5%
TT vs ALK
-34.2%
+945.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -7.2% | -19.2% | +12.1% | -1.5% |
| 3M | -3.0% | -1.5% | -1.4% | -3.3% |
| 6M | +1.4% | -13.1% | +14.4% | +3.5% |
| YTD | +15.9% | -16.4% | +32.3% | +19.0% |
| 1Y | +9.4% | -33.1% | +42.5% | +19.0% |
| 3Y | +124.4% | +0.6% | +123.8% | +103.9% |
| 5Y | +138.0% | -26.4% | +164.4% | +132.1% |
| All | +911.5% | -34.2% | +945.7% | +753.9% |
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 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