+45.9%
TEM vs AWK
+15.2%
+30.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.3% |
| 7D | -9.2% | -0.7% | -8.4% | -9.5% |
| 30D | +5.5% | +2.8% | +2.7% | +7.1% |
| 3M | +18.7% | +11.3% | +7.4% | +25.7% |
| 6M | +15.4% | +6.7% | +8.7% | +21.3% |
| YTD | -0.5% | +9.4% | -9.9% | +5.7% |
| 1Y | -24.8% | +3.7% | -28.6% | -21.8% |
| All | +45.9% | +15.2% | +30.8% | +39.6% |
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 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