+500.3%
TTD vs AWK
+153.6%
+346.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +20.8% | -2.6% | +23.4% | +21.7% |
| 30D | +27.1% | +14.2% | +13.0% | +21.7% |
| 3M | +14.7% | +10.0% | +4.6% | +11.1% |
| 6M | -26.8% | +17.1% | -43.9% | -30.6% |
| YTD | -59.2% | +16.1% | -75.4% | -61.5% |
| 1Y | -64.7% | +17.5% | -82.2% | -66.8% |
| 3Y | -75.8% | +29.3% | -105.2% | -79.4% |
| 5Y | -84.6% | -3.5% | -81.1% | -85.0% |
| All | +500.3% | +153.6% | +346.7% | +360.4% |
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