+52.2%
TEM vs AWK
+15.6%
+36.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.6% | -4.7% |
| 7D | -1.1% | +0.6% | -1.7% | -0.8% |
| 30D | +11.3% | +4.3% | +7.0% | +13.8% |
| 3M | +25.5% | +12.5% | +13.0% | +33.6% |
| 6M | +17.1% | +3.3% | +13.8% | +21.8% |
| YTD | +3.8% | +9.8% | -6.0% | +10.4% |
| 1Y | -24.4% | +2.9% | -27.3% | -21.5% |
| All | +52.2% | +15.6% | +36.7% | +45.9% |
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