+128.5%
AWK vs TCOM
-9.8%
+138.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.5% |
| 7D | -2.1% | -4.9% | +2.8% | -2.1% |
| 30D | +2.1% | -14.4% | +16.4% | +2.3% |
| 3M | +11.4% | -17.7% | +29.0% | +11.7% |
| 6M | +3.9% | -25.1% | +29.0% | +4.3% |
| YTD | +7.7% | -45.7% | +53.4% | +8.7% |
| 1Y | +1.3% | -47.9% | +49.2% | +2.3% |
| 3Y | +7.2% | +8.9% | -1.8% | +5.7% |
| 5Y | -17.0% | +26.9% | -43.9% | -19.2% |
| All | +128.5% | -9.8% | +138.3% | +109.7% |
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