+36.0%
TSM vs AWK
+20.7%
+15.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -0.7% |
| 7D | -10.0% | +7.0% | -17.0% | -5.6% |
| 30D | -18.5% | +17.0% | -35.6% | -9.3% |
| 3M | -4.9% | +12.4% | -17.3% | +3.5% |
| 6M | -1.0% | +19.6% | -20.6% | +12.7% |
| YTD | +31.3% | +17.0% | +14.2% | +47.6% |
| 1Y | +36.0% | +20.0% | +16.0% | +55.4% |
| All | +36.0% | +20.7% | +15.4% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling