+750.6%
TT vs AWK
+146.2%
+604.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.9% |
| 7D | +1.7% | +1.2% | +0.5% | +1.3% |
| 30D | -11.8% | +15.8% | -27.6% | -16.3% |
| 3M | -12.6% | +11.0% | -23.6% | -15.9% |
| 6M | -9.4% | +21.0% | -30.3% | -15.8% |
| YTD | +8.8% | +16.7% | -7.9% | +1.8% |
| 1Y | -2.5% | +17.2% | -19.7% | -9.1% |
| 3Y | +95.7% | +29.2% | +66.5% | +68.7% |
| 5Y | +135.7% | -2.3% | +138.0% | +128.9% |
| 10Y | +750.6% | +150.5% | +600.1% | +535.2% |
| All | +750.6% | +146.2% | +604.4% | +535.2% |
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