-0.9%
AWK vs TMF
-88.0%
+87.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +4.1% | +1.2% | +2.9% | +3.9% |
| 30D | +18.0% | +19.7% | -1.8% | +14.9% |
| 3M | +12.2% | -2.1% | +14.3% | +12.4% |
| 6M | +21.2% | -13.4% | +34.7% | +23.5% |
| YTD | +17.6% | -16.7% | +34.3% | +20.3% |
| 1Y | +19.2% | -23.3% | +42.6% | +23.3% |
| 3Y | +26.7% | -24.8% | +51.6% | +29.2% |
| All | -0.9% | -88.0% | +87.0% | +14.3% |
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 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