+20.0%
AWK vs TMF
-23.9%
+43.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.7% |
| 7D | +7.0% | +4.0% | +3.1% | +6.2% |
| 30D | +17.0% | +19.5% | -2.4% | +13.7% |
| 3M | +12.4% | -3.5% | +15.9% | +12.2% |
| 6M | +19.6% | -10.6% | +30.2% | +20.3% |
| YTD | +17.0% | -17.1% | +34.1% | +20.2% |
| 1Y | +20.0% | -24.3% | +44.3% | +21.0% |
| All | +20.0% | -23.9% | +43.9% | +21.0% |
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