-14.8%
AWK vs TMF
-87.5%
+72.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.0% |
| 3M | +15.9% | -10.9% | +26.8% | +17.6% |
| 6M | +4.6% | -21.3% | +25.9% | +8.0% |
| YTD | +10.1% | -15.9% | +25.9% | +12.5% |
| 1Y | +2.1% | -15.7% | +17.8% | +4.1% |
| 3Y | +9.8% | -43.4% | +53.2% | +15.3% |
| All | -14.8% | -87.5% | +72.7% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling