+1,044.2%
AWK vs TD
+702.0%
+342.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +14.3% | +5.2% | +9.1% | +12.5% |
| 3M | +10.3% | +1.2% | +9.1% | +9.7% |
| 6M | +18.9% | +17.7% | +1.2% | +13.0% |
| YTD | +17.7% | +34.2% | -16.5% | +7.3% |
| 1Y | +16.9% | +55.4% | -38.6% | +1.9% |
| 3Y | +32.2% | +130.4% | -98.2% | +1.5% |
| 5Y | -2.2% | +101.8% | -104.0% | -22.5% |
| 10Y | +156.1% | +301.9% | -145.7% | +60.1% |
| All | +1,044.2% | +702.0% | +342.1% | +501.4% |
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