+96.7%
TFC vs AWK
+9.6%
+87.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +2.2% | +2.2% | +0.1% | +1.9% |
| 30D | -2.5% | +4.4% | -6.9% | -3.1% |
| 3M | +4.5% | +15.4% | -10.8% | +2.3% |
| 6M | +11.0% | +3.5% | +7.5% | +10.2% |
| YTD | +5.9% | +9.8% | -3.9% | +4.0% |
| 1Y | +14.6% | +3.0% | +11.6% | +13.9% |
| 3Y | +96.7% | +9.7% | +87.1% | +76.4% |
| All | +96.7% | +9.6% | +87.1% | +76.4% |
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