+91.5%
TT vs AWK
+31.5%
+60.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.3% |
| 7D | +4.0% | +0.1% | +3.9% | +4.1% |
| 30D | -11.3% | +14.3% | -25.6% | -9.9% |
| 3M | -12.3% | +10.3% | -22.6% | -11.2% |
| 6M | -10.8% | +18.9% | -29.8% | -9.2% |
| YTD | +8.2% | +17.7% | -9.6% | +10.1% |
| 1Y | +1.5% | +16.9% | -15.4% | +3.2% |
| 3Y | +91.5% | +32.2% | +59.3% | +92.3% |
| All | +91.5% | +31.5% | +60.0% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling