+37.6%
TSM vs AWK
+19.4%
+18.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +2.6% |
| 7D | -2.1% | +2.7% | -4.7% | 0.0% |
| 30D | -12.5% | +16.7% | -29.2% | -2.5% |
| 3M | -5.0% | +11.7% | -16.7% | +3.3% |
| 6M | -3.2% | +21.9% | -25.1% | +11.6% |
| YTD | +31.5% | +17.6% | +13.9% | +48.7% |
| All | +37.6% | +19.4% | +18.2% | +56.6% |
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 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