-15.7%
AWK vs TNA
-26.1%
+10.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.1% |
| 7D | -0.7% | -7.6% | +6.8% | -0.1% |
| 30D | +2.8% | -13.6% | +16.4% | +3.9% |
| 3M | +11.3% | +2.8% | +8.5% | +10.7% |
| 6M | +6.7% | +34.5% | -27.8% | +3.1% |
| YTD | +9.4% | +41.0% | -31.7% | +4.8% |
| 1Y | +3.7% | +52.0% | -48.3% | -2.0% |
| 3Y | +9.2% | +103.5% | -94.2% | -6.4% |
| 5Y | -15.7% | -22.5% | +6.8% | -27.6% |
| All | -15.7% | -26.1% | +10.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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