-3.3%
AWK vs TMF
-88.6%
+85.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.6% |
| 7D | +0.1% | -9.3% | +9.4% | +1.6% |
| 30D | +14.3% | +1.9% | +12.3% | +13.9% |
| 3M | +10.3% | -11.2% | +21.5% | +12.1% |
| 6M | +18.9% | -17.7% | +36.7% | +22.1% |
| YTD | +17.7% | -24.5% | +42.2% | +22.2% |
| 1Y | +16.9% | -29.4% | +46.3% | +22.4% |
| 3Y | +32.2% | -33.4% | +65.6% | +37.2% |
| All | -3.3% | -88.6% | +85.3% | +15.3% |
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