+969.7%
AWK vs TCOM
+197.0%
+772.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +1.7% | -9.5% | +11.3% | +2.3% |
| 30D | +5.6% | -10.7% | +16.3% | +6.2% |
| 3M | +15.9% | -14.6% | +30.5% | +16.8% |
| 6M | +4.6% | -19.3% | +23.9% | +5.7% |
| YTD | +10.1% | -42.9% | +53.0% | +13.2% |
| 1Y | +2.1% | -43.8% | +45.9% | +5.1% |
| 3Y | +9.8% | +2.1% | +7.7% | +7.5% |
| 5Y | -15.4% | +31.2% | -46.6% | -20.3% |
| 10Y | +129.4% | -13.9% | +143.3% | +116.1% |
| All | +969.7% | +197.0% | +772.7% | +683.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling