-72.2%
TTD vs AWK
+1.8%
-74.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.4% |
| 7D | +6.3% | +1.7% | +4.6% | +6.3% |
| 30D | -23.9% | +5.6% | -29.5% | -23.8% |
| 3M | -31.4% | +15.9% | -47.2% | -30.6% |
| 6M | -42.7% | +4.6% | -47.2% | -42.2% |
| YTD | -62.0% | +10.1% | -72.0% | -61.6% |
| 1Y | -72.2% | +2.1% | -74.3% | -71.0% |
| All | -72.2% | +1.8% | -74.0% | -71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling