+361.1%
TTD vs AWK
+127.4%
+233.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | +0.6% | -5.2% | -4.8% |
| 30D | +3.7% | +4.3% | -0.6% | +2.3% |
| 3M | -30.2% | +12.5% | -42.7% | -32.9% |
| 6M | -51.4% | +3.3% | -54.7% | -52.1% |
| YTD | -63.4% | +9.8% | -73.2% | -64.8% |
| 1Y | -73.5% | +2.9% | -76.4% | -74.0% |
| 3Y | -83.5% | +9.6% | -93.1% | -84.9% |
| 5Y | -80.9% | -16.7% | -64.3% | -80.5% |
| All | +361.1% | +127.4% | +233.7% | +273.2% |
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