-7.1%
TT vs ALK
-6.6%
-0.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -2.0% | +9.0% | -11.1% | -3.8% |
| 30D | -14.0% | -1.6% | -12.4% | -13.7% |
| 3M | -15.9% | -23.2% | +7.3% | -11.1% |
| 6M | -17.3% | -3.9% | -13.4% | -17.2% |
| YTD | +4.0% | -22.6% | +26.5% | +7.1% |
| 1Y | -7.1% | -5.3% | -1.8% | -7.6% |
| All | -7.1% | -6.6% | -0.5% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling