-82.6%
TTD vs AWK
-1.3%
-81.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.1% |
| 7D | +19.9% | +2.7% | +17.2% | +19.0% |
| 30D | +27.6% | +16.7% | +11.0% | +22.1% |
| 3M | +15.2% | +11.7% | +3.4% | +11.6% |
| 6M | -33.2% | +21.9% | -55.1% | -36.9% |
| YTD | -59.4% | +17.6% | -77.0% | -61.5% |
| 1Y | -64.4% | +19.8% | -84.1% | -66.4% |
| 3Y | -75.9% | +31.0% | -106.9% | -80.7% |
| 5Y | -82.6% | -3.0% | -79.6% | -82.5% |
| All | -82.6% | -1.3% | -81.3% | -82.5% |
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