-15.7%
AWK vs TCOM
+21.5%
-37.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.4% |
| 7D | -0.7% | -6.5% | +5.8% | -0.8% |
| 30D | +2.8% | -16.2% | +19.0% | +2.7% |
| 3M | +11.3% | -19.3% | +30.6% | +11.3% |
| 6M | +6.7% | -27.2% | +34.0% | +6.7% |
| YTD | +9.4% | -46.2% | +55.6% | +9.4% |
| 1Y | +3.7% | -46.6% | +50.3% | +3.7% |
| 3Y | +9.2% | +8.4% | +0.8% | +8.0% |
| 5Y | -15.7% | +25.8% | -41.5% | -19.5% |
| All | -15.7% | +21.5% | -37.2% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling