+1,028.7%
AWK vs TD
+702.3%
+326.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | +14.2% | +5.0% | +9.2% | +12.5% |
| 3M | +10.0% | +1.1% | +8.9% | +9.5% |
| 6M | +17.1% | +16.5% | +0.6% | +11.6% |
| YTD | +16.1% | +34.3% | -18.1% | +5.8% |
| 1Y | +17.5% | +52.9% | -35.3% | +3.0% |
| 3Y | +29.3% | +132.2% | -102.9% | -0.9% |
| 5Y | -3.5% | +101.9% | -105.4% | -23.6% |
| 10Y | +152.7% | +302.0% | -149.3% | +58.0% |
| All | +1,028.7% | +702.3% | +326.4% | +493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling