+158.6%
AWK vs TCOM
+5.9%
+152.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.2% |
| 30D | +14.3% | +12.1% | +2.2% | +14.1% |
| 3M | +10.3% | -3.2% | +13.5% | +10.3% |
| 6M | +18.9% | -16.6% | +35.6% | +19.2% |
| YTD | +17.7% | -39.4% | +57.1% | +18.5% |
| 1Y | +16.9% | -41.5% | +58.4% | +17.7% |
| 3Y | +32.2% | +24.4% | +7.8% | +30.2% |
| 5Y | -2.2% | +41.6% | -43.7% | -4.7% |
| All | +158.6% | +5.9% | +152.7% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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