+527.9%
TTD vs ALK
-41.4%
+569.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.9% | +4.1% |
| 7D | +20.8% | +2.6% | +18.2% | +19.9% |
| 30D | +33.8% | +7.8% | +26.0% | +30.2% |
| 3M | +17.8% | -15.2% | +33.1% | +24.7% |
| 6M | -25.7% | +5.0% | -30.8% | -28.3% |
| YTD | -57.9% | -18.4% | -39.5% | -56.7% |
| 1Y | -63.8% | -2.4% | -61.4% | -65.7% |
| 3Y | -75.0% | +19.8% | -94.8% | -79.2% |
| 5Y | -82.5% | -27.8% | -54.8% | -82.2% |
| 10Y | +527.9% | -42.0% | +569.8% | +583.1% |
| All | +527.9% | -41.4% | +569.3% | +583.1% |
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