+734.7%
TT vs AWK
+152.9%
+581.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +0.8% | +2.7% | -1.9% | -0.1% |
| 30D | -11.8% | +16.7% | -28.4% | -16.4% |
| 3M | -11.6% | +11.7% | -23.3% | -15.1% |
| 6M | -9.3% | +21.9% | -31.2% | -15.9% |
| YTD | +8.9% | +17.6% | -8.7% | +1.6% |
| 1Y | -2.2% | +19.8% | -22.0% | -9.6% |
| 3Y | +91.9% | +31.0% | +60.9% | +64.5% |
| 5Y | +136.0% | -3.0% | +139.0% | +130.0% |
| 10Y | +734.7% | +156.8% | +577.9% | +513.4% |
| All | +734.7% | +152.9% | +581.8% | +513.4% |
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 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