-16.7%
AWK vs TD
+123.1%
-139.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +0.6% | -1.9% | +2.5% | +1.0% |
| 30D | +4.3% | -1.6% | +5.9% | +4.6% |
| 3M | +12.5% | +4.6% | +7.9% | +11.0% |
| 6M | +3.3% | +26.8% | -23.5% | -3.0% |
| YTD | +9.8% | +28.3% | -18.6% | +2.5% |
| 1Y | +2.9% | +60.4% | -57.5% | -10.1% |
| 3Y | +9.6% | +125.7% | -116.1% | -14.8% |
| 5Y | -16.7% | +122.4% | -139.0% | -30.5% |
| All | -16.7% | +123.1% | -139.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling