+128.5%
AWK vs TRGP
+863.3%
-734.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +2.1% | +8.0% | -6.0% | +1.8% |
| 3M | +11.4% | +8.3% | +3.1% | +11.0% |
| 6M | +3.9% | +23.9% | -20.0% | +3.0% |
| YTD | +7.7% | +59.6% | -51.9% | +5.8% |
| 1Y | +1.3% | +79.4% | -78.1% | -0.9% |
| 3Y | +7.2% | +269.4% | -262.3% | +1.1% |
| 5Y | -17.0% | +641.6% | -658.7% | -23.3% |
| All | +128.5% | +863.3% | -734.8% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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