+124.3%
TDG vs AWK
-17.6%
+141.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | -1.9% | -2.1% | +0.3% | -1.3% |
| 30D | -7.7% | +2.1% | -9.8% | -8.2% |
| 3M | -9.3% | +11.4% | -20.7% | -12.1% |
| 6M | -9.4% | +3.9% | -13.3% | -10.7% |
| YTD | -14.3% | +7.7% | -21.9% | -16.5% |
| 1Y | -11.8% | +1.3% | -13.1% | -12.7% |
| 3Y | +52.0% | +7.2% | +44.8% | +45.0% |
| All | +124.3% | -17.6% | +141.8% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling