+1,815.4%
TSM vs AWK
+128.1%
+1,687.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +4.0% | +4.3% | -0.3% | +3.6% |
| 3M | +2.0% | +12.5% | -10.6% | +0.6% |
| 6M | +25.5% | +3.3% | +22.2% | +24.8% |
| YTD | +44.0% | +9.8% | +34.2% | +42.0% |
| 1Y | +75.4% | +2.9% | +72.5% | +74.2% |
| 3Y | +406.7% | +9.6% | +397.1% | +386.5% |
| 5Y | +285.0% | -16.7% | +301.6% | +295.4% |
| 10Y | +1,815.4% | +136.1% | +1,679.3% | +1,370.8% |
| All | +1,815.4% | +128.1% | +1,687.3% | +1,370.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling