+75.7%
TFC vs AWK
+157.1%
-81.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | +2.3% | +0.1% | +2.1% | +2.2% |
| 30D | +10.8% | +14.3% | -3.5% | +6.0% |
| 3M | -3.8% | +10.3% | -14.1% | -6.9% |
| 6M | +9.6% | +18.9% | -9.4% | +3.2% |
| YTD | +5.8% | +17.7% | -11.9% | -0.7% |
| 1Y | +16.2% | +16.9% | -0.7% | +9.3% |
| 3Y | +96.0% | +32.2% | +63.8% | +70.6% |
| 5Y | +1.7% | -2.2% | +3.9% | -2.0% |
| All | +75.7% | +157.1% | -81.4% | +45.7% |
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