+734.7%
TT vs ALK
-39.7%
+774.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.8% | +12.9% | -12.1% | -2.7% |
| 30D | -11.8% | +5.5% | -17.3% | -13.5% |
| 3M | -11.6% | -12.1% | +0.5% | -8.9% |
| 6M | -9.3% | +1.7% | -11.0% | -11.3% |
| YTD | +8.9% | -17.4% | +26.3% | +11.6% |
| 1Y | -2.2% | -1.9% | -0.3% | -5.1% |
| 3Y | +91.9% | +21.2% | +70.6% | +63.4% |
| 5Y | +136.0% | -27.8% | +163.8% | +131.1% |
| 10Y | +734.7% | -41.0% | +775.8% | +663.5% |
| All | +734.7% | -39.7% | +774.4% | +663.5% |
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