+2,129.4%
TT vs AWK
+969.7%
+1,159.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.2% | +1.7% | -2.0% | -1.0% |
| 30D | -7.4% | +5.6% | -13.0% | -9.6% |
| 3M | -3.2% | +15.9% | -19.1% | -9.8% |
| 6M | +1.1% | +4.6% | -3.5% | -1.9% |
| YTD | +15.6% | +10.1% | +5.6% | +9.3% |
| 1Y | +9.2% | +2.1% | +7.1% | +6.1% |
| 3Y | +124.4% | +9.8% | +114.5% | +103.4% |
| 5Y | +138.0% | -15.4% | +153.4% | +143.9% |
| 10Y | +886.4% | +129.4% | +757.0% | +472.4% |
| All | +2,129.4% | +969.7% | +1,159.7% | +346.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling