+90.2%
TT vs ALK
+16.0%
+74.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -2.0% | +9.0% | -11.1% | -3.7% |
| 30D | -14.0% | -1.6% | -12.4% | -13.9% |
| 3M | -15.9% | -23.2% | +7.3% | -11.7% |
| 6M | -17.3% | -3.9% | -13.4% | -17.4% |
| YTD | +4.0% | -22.6% | +26.5% | +7.2% |
| 1Y | -7.1% | -5.3% | -1.8% | -7.9% |
| 3Y | +90.2% | +18.6% | +71.7% | +80.9% |
| All | +90.2% | +16.0% | +74.3% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling