+30.4%
AWK vs TD
+132.9%
-102.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -2.6% | +0.6% | -3.2% | -2.6% |
| 30D | +14.2% | +5.0% | +9.2% | +13.7% |
| 3M | +10.0% | +1.1% | +8.9% | +9.9% |
| 6M | +17.1% | +16.5% | +0.6% | +15.2% |
| YTD | +16.1% | +34.3% | -18.1% | +12.2% |
| 1Y | +17.5% | +52.9% | -35.3% | +10.9% |
| All | +30.4% | +132.9% | -102.5% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling