+197.0%
TFC vs AWK
+1,028.7%
-831.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +0.1% | -2.6% | +2.7% | +1.2% |
| 30D | +8.6% | +14.2% | -5.5% | +2.8% |
| 3M | -4.3% | +10.0% | -14.4% | -8.2% |
| 6M | +5.4% | +17.1% | -11.7% | -1.7% |
| YTD | +4.5% | +16.1% | -11.6% | -3.0% |
| 1Y | +14.0% | +17.5% | -3.5% | +5.1% |
| 3Y | +93.4% | +29.3% | +64.0% | +65.3% |
| 5Y | +0.5% | -3.5% | +4.0% | -3.4% |
| 10Y | +77.7% | +152.7% | -75.0% | +1.2% |
| All | +197.0% | +1,028.7% | -831.8% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling