+8,339.7%
TDG vs AWK
+966.9%
+7,372.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -8.0% | +4.3% | -12.3% | -9.5% |
| 3M | -10.5% | +12.5% | -23.0% | -14.8% |
| 6M | -11.9% | +3.3% | -15.2% | -13.5% |
| YTD | -15.4% | +9.8% | -25.1% | -19.2% |
| 1Y | -14.2% | +2.9% | -17.1% | -16.2% |
| 3Y | +51.0% | +9.6% | +41.4% | +40.0% |
| 5Y | +126.5% | -16.7% | +143.1% | +134.1% |
| 10Y | +535.6% | +136.1% | +399.5% | +299.4% |
| All | +8,339.7% | +966.9% | +7,372.8% | +2,293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling