+748.4%
TT vs AWK
+153.6%
+594.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +8.1% | -2.6% | +10.7% | +8.9% |
| 30D | -11.3% | +14.2% | -25.5% | -15.4% |
| 3M | -11.2% | +10.0% | -21.2% | -14.4% |
| 6M | -8.9% | +17.1% | -26.0% | -14.4% |
| YTD | +9.7% | +16.1% | -6.4% | +2.8% |
| 1Y | +1.3% | +17.5% | -16.3% | -5.7% |
| 3Y | +93.4% | +29.3% | +64.0% | +66.4% |
| 5Y | +133.5% | -3.5% | +137.0% | +127.8% |
| All | +748.4% | +153.6% | +594.8% | +527.7% |
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