-80.6%
TTD vs AWK
-15.0%
-65.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +1.7% | +2.2% | -0.4% | +1.2% |
| 30D | +1.6% | +4.4% | -2.8% | +0.6% |
| 3M | -27.8% | +15.4% | -43.2% | -30.4% |
| 6M | -52.1% | +3.5% | -55.6% | -52.6% |
| YTD | -63.1% | +9.8% | -72.9% | -64.1% |
| 1Y | -73.1% | +3.0% | -76.0% | -73.3% |
| 3Y | -83.3% | +9.7% | -92.9% | -84.8% |
| 5Y | -80.6% | -17.2% | -63.5% | -81.3% |
| All | -80.6% | -15.0% | -65.6% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling