+88.5%
TEM vs AWK
+22.3%
+66.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.9% |
| 7D | +7.8% | -2.6% | +10.3% | +6.4% |
| 30D | +11.2% | +14.2% | -2.9% | +19.5% |
| 3M | +39.0% | +10.0% | +28.9% | +47.1% |
| 6M | +61.6% | +17.1% | +44.6% | +77.8% |
| YTD | +28.5% | +16.1% | +12.4% | +41.7% |
| 1Y | +6.7% | +17.5% | -10.8% | +18.4% |
| All | +88.5% | +22.3% | +66.3% | +87.2% |
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