+29.9%
AWK vs TXG
+27.0%
+2.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.9% | -1.7% |
| 7D | -2.1% | +9.5% | -11.6% | -2.7% |
| 30D | +2.1% | +18.8% | -16.7% | +0.9% |
| 3M | +11.4% | +136.1% | -124.7% | +5.0% |
| 6M | +3.9% | +235.2% | -231.3% | -4.9% |
| YTD | +7.7% | +320.5% | -312.8% | -3.4% |
| 1Y | +1.3% | +425.2% | -423.9% | -11.2% |
| 3Y | +7.2% | +42.9% | -35.7% | +4.1% |
| 5Y | -17.0% | -62.8% | +45.8% | -12.0% |
| All | +29.9% | +27.0% | +2.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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