+128.5%
AWK vs TD
+306.3%
-177.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +2.1% | -1.9% | +4.0% | +2.6% |
| 3M | +11.4% | +4.8% | +6.6% | +9.4% |
| 6M | +3.9% | +28.0% | -24.1% | -4.5% |
| YTD | +7.7% | +30.3% | -22.6% | -1.8% |
| 1Y | +1.3% | +59.8% | -58.5% | -13.9% |
| 3Y | +7.2% | +124.7% | -117.5% | -20.0% |
| 5Y | -17.0% | +127.0% | -144.0% | -39.1% |
| All | +128.5% | +306.3% | -177.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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