+125.7%
TT vs ALK
-33.9%
+159.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.1% | -3.6% |
| 7D | -9.0% | +7.1% | -16.0% | -10.6% |
| 30D | -17.6% | -3.0% | -14.6% | -17.3% |
| 3M | -18.7% | -25.6% | +7.0% | -13.0% |
| 6M | -17.4% | +0.5% | -17.9% | -18.7% |
| YTD | +1.5% | -23.1% | +24.6% | +5.6% |
| 1Y | -9.4% | -7.5% | -1.8% | -10.3% |
| 3Y | +85.1% | +15.3% | +69.8% | +59.1% |
| 5Y | +125.7% | -34.8% | +160.5% | +125.5% |
| All | +125.7% | -33.9% | +159.7% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling