+207.4%
TFC vs AWK
+969.7%
-762.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.4% | +1.7% | +0.7% | +1.7% |
| 30D | -1.3% | +5.6% | -6.9% | -3.5% |
| 3M | +6.1% | +15.9% | -9.8% | -0.5% |
| 6M | +7.3% | +4.6% | +2.8% | +4.7% |
| YTD | +8.2% | +10.1% | -1.9% | +2.9% |
| 1Y | +14.4% | +2.1% | +12.3% | +11.9% |
| 3Y | +93.7% | +9.8% | +83.9% | +78.5% |
| 5Y | +16.4% | -15.4% | +31.7% | +18.5% |
| 10Y | +101.6% | +129.4% | -27.8% | +19.9% |
| All | +207.4% | +969.7% | -762.2% | -35.0% |
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 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