+537.0%
TDG vs AWK
+132.0%
+405.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -1.9% | -2.1% | +0.3% | -1.2% |
| 30D | -7.7% | +2.1% | -9.8% | -8.4% |
| 3M | -9.3% | +11.4% | -20.7% | -12.8% |
| 6M | -9.4% | +3.9% | -13.3% | -11.0% |
| YTD | -14.3% | +7.7% | -21.9% | -17.1% |
| 1Y | -11.8% | +1.3% | -13.1% | -13.1% |
| 3Y | +52.0% | +7.2% | +44.8% | +43.4% |
| 5Y | +128.8% | -17.0% | +145.8% | +136.8% |
| All | +537.0% | +132.0% | +405.0% | +355.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling