+1,041.9%
TMO vs AWK
+966.9%
+75.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | +1.0% | +4.3% | -3.3% | -0.8% |
| 3M | +22.7% | +12.5% | +10.2% | +16.8% |
| 6M | +19.0% | +3.3% | +15.7% | +16.6% |
| YTD | +4.7% | +9.8% | -5.0% | -0.3% |
| 1Y | +26.0% | +2.9% | +23.1% | +22.8% |
| 3Y | +18.0% | +9.6% | +8.4% | +8.9% |
| 5Y | +8.0% | -16.7% | +24.6% | +11.7% |
| 10Y | +333.8% | +136.1% | +197.7% | +168.9% |
| All | +1,041.9% | +966.9% | +75.1% | +208.6% |
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