+761.3%
AWK vs TRGP
+2,299.4%
-1,538.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.4% |
| 7D | +0.1% | +12.4% | -12.2% | -0.4% |
| 30D | +14.3% | +2.6% | +11.6% | +14.0% |
| 3M | +10.3% | +11.9% | -1.6% | +9.6% |
| 6M | +18.9% | +13.9% | +5.0% | +18.0% |
| YTD | +17.7% | +64.2% | -46.5% | +14.6% |
| 1Y | +16.9% | +78.5% | -61.6% | +13.3% |
| 3Y | +32.2% | +272.9% | -240.7% | +22.4% |
| 5Y | -2.2% | +510.7% | -512.9% | -11.8% |
| 10Y | +156.1% | +821.0% | -664.8% | +123.9% |
| All | +761.3% | +2,299.4% | -1,538.1% | +418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling