-3.3%
AWK vs TRGP
+504.4%
-507.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +0.1% | +12.4% | -12.2% | -0.7% |
| 30D | +14.3% | +2.6% | +11.6% | +13.9% |
| 3M | +10.3% | +11.9% | -1.6% | +9.1% |
| 6M | +18.9% | +13.9% | +5.0% | +17.3% |
| YTD | +17.7% | +64.2% | -46.5% | +12.1% |
| 1Y | +16.9% | +78.5% | -61.6% | +10.3% |
| 3Y | +32.2% | +272.9% | -240.7% | +6.3% |
| All | -3.3% | +504.4% | -507.6% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling