+150.5%
AWK vs TMF
-83.0%
+233.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +1.2% | +0.6% | +0.6% | +1.2% |
| 30D | +15.8% | +16.3% | -0.5% | +14.7% |
| 3M | +11.0% | -2.7% | +13.7% | +11.1% |
| 6M | +21.0% | -13.2% | +34.2% | +21.9% |
| YTD | +16.7% | -16.7% | +33.4% | +17.8% |
| 1Y | +17.2% | -22.7% | +39.9% | +18.7% |
| 3Y | +29.2% | -26.1% | +55.3% | +30.8% |
| 5Y | -2.3% | -88.4% | +86.1% | -3.3% |
| 10Y | +150.5% | -81.8% | +232.4% | +125.8% |
| All | +150.5% | -83.0% | +233.6% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling