+2.1%
AWK vs TMF
-15.2%
+17.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.7% | -1.4% | +3.2% | +1.9% |
| 30D | +5.6% | -2.8% | +8.4% | +5.8% |
| 3M | +15.9% | -10.9% | +26.8% | +17.2% |
| 6M | +4.6% | -21.3% | +25.9% | +7.8% |
| YTD | +10.1% | -15.9% | +25.9% | +12.8% |
| 1Y | +2.1% | -15.7% | +17.8% | +5.3% |
| All | +2.1% | -15.2% | +17.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling