-16.7%
AWK vs TRGP
+639.4%
-656.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +4.3% | +9.5% | -5.2% | +3.5% |
| 3M | +12.5% | +10.8% | +1.7% | +11.5% |
| 6M | +3.3% | +25.3% | -22.0% | +1.2% |
| YTD | +9.8% | +60.3% | -50.5% | +5.1% |
| 1Y | +2.9% | +84.6% | -81.6% | -2.8% |
| 3Y | +9.6% | +264.4% | -254.7% | -10.3% |
| 5Y | -16.7% | +636.6% | -653.2% | -33.2% |
| All | -16.7% | +639.4% | -656.1% | -33.2% |
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