+273.1%
TSM vs AWK
-15.4%
+288.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.8% |
| 7D | +2.7% | +1.7% | +1.0% | +3.0% |
| 30D | +3.6% | +5.6% | -2.0% | +4.5% |
| 3M | -3.4% | +15.9% | -19.2% | -1.2% |
| 6M | +20.6% | +4.6% | +16.0% | +22.2% |
| YTD | +41.9% | +10.1% | +31.8% | +44.4% |
| 1Y | +84.4% | +2.1% | +82.3% | +87.0% |
| 3Y | +380.2% | +9.8% | +370.4% | +385.1% |
| All | +273.1% | -15.4% | +288.5% | +269.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling