+961.6%
TT vs AWK
+128.1%
+833.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.6% | +2.2% | -0.6% | +0.8% |
| 30D | -7.3% | +4.4% | -11.7% | -8.7% |
| 3M | -2.6% | +15.4% | -18.0% | -7.7% |
| 6M | +5.9% | +3.5% | +2.4% | +3.9% |
| YTD | +15.4% | +9.8% | +5.6% | +10.5% |
| 1Y | +8.2% | +3.0% | +5.3% | +5.7% |
| 3Y | +122.7% | +9.7% | +113.0% | +105.9% |
| 5Y | +145.0% | -17.2% | +162.1% | +154.5% |
| All | +961.6% | +128.1% | +833.5% | +682.3% |
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