-5.8%
TDG vs AWK
+20.7%
-26.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.6% |
| 7D | +7.1% | +7.0% | 0.0% | +6.9% |
| 30D | +11.4% | +17.0% | -5.7% | +11.1% |
| 3M | -4.6% | +12.4% | -17.0% | -4.8% |
| 6M | +5.8% | +19.6% | -13.8% | +5.6% |
| YTD | -8.5% | +17.0% | -25.5% | -8.4% |
| 1Y | -5.8% | +20.0% | -25.8% | -5.8% |
| All | -5.8% | +20.7% | -26.5% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling