+550.5%
TTD vs ALK
-37.5%
+588.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +7.1% | +8.4% | +12.9% |
| 7D | +19.0% | +8.9% | +10.1% | +15.4% |
| 30D | +23.6% | +5.9% | +17.6% | +21.0% |
| 3M | +8.2% | -16.5% | +24.7% | +15.1% |
| 6M | -35.3% | +2.1% | -37.4% | -36.8% |
| YTD | -60.7% | -17.1% | -43.6% | -59.8% |
| 1Y | -65.3% | -2.9% | -62.4% | -66.9% |
| 3Y | -80.6% | +24.5% | -105.0% | -84.1% |
| 5Y | -84.6% | -29.1% | -55.5% | -84.3% |
| 10Y | +550.5% | -39.1% | +589.7% | +546.3% |
| All | +550.5% | -37.5% | +588.0% | +546.3% |
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