+77.9%
TEM vs AWK
+23.9%
+54.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.4% | -7.0% | -4.9% |
| 7D | -5.9% | +0.1% | -6.0% | -5.7% |
| 30D | +4.8% | +14.3% | -9.5% | +12.7% |
| 3M | +31.9% | +10.3% | +21.6% | +39.9% |
| 6M | +56.0% | +18.9% | +37.0% | +73.1% |
| YTD | +21.3% | +17.7% | +3.5% | +34.7% |
| 1Y | +5.4% | +16.9% | -11.5% | +16.8% |
| All | +77.9% | +23.9% | +54.0% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling