+1,643.1%
TSM vs AWK
+157.1%
+1,486.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -1.8% |
| 7D | +6.2% | +0.1% | +6.1% | +6.2% |
| 30D | -7.3% | +14.3% | -21.5% | -8.3% |
| 3M | -7.1% | +10.3% | -17.4% | -7.9% |
| 6M | +0.2% | +18.9% | -18.7% | -1.5% |
| YTD | +32.2% | +17.7% | +14.5% | +29.8% |
| 1Y | +42.8% | +16.9% | +25.9% | +40.2% |
| 3Y | +330.4% | +32.2% | +298.2% | +298.3% |
| 5Y | +263.9% | -2.2% | +266.1% | +262.3% |
| All | +1,643.1% | +157.1% | +1,486.0% | +1,351.2% |
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 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