+199.6%
TFC vs AWK
+1,034.4%
-834.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +0.3% | +1.2% | -0.9% | -0.2% |
| 30D | +9.2% | +15.8% | -6.6% | +2.7% |
| 3M | -2.9% | +11.0% | -13.9% | -7.2% |
| 6M | +3.5% | +21.0% | -17.5% | -4.8% |
| YTD | +5.4% | +16.7% | -11.3% | -2.3% |
| 1Y | +17.3% | +17.2% | +0.2% | +8.3% |
| 3Y | +96.7% | +29.2% | +67.5% | +68.3% |
| 5Y | -1.1% | -2.3% | +1.2% | -5.5% |
| 10Y | +84.7% | +150.5% | -65.8% | +5.7% |
| All | +199.6% | +1,034.4% | -834.9% | -38.2% |
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