+430.9%
TTD vs AWK
+142.6%
+288.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | +20.8% | 0.0% | +20.8% | +20.7% |
| 30D | +33.8% | +15.5% | +18.3% | +27.6% |
| 3M | +17.8% | +10.0% | +7.9% | +14.2% |
| 6M | -25.7% | +20.4% | -46.2% | -30.3% |
| YTD | -57.9% | +17.1% | -75.0% | -60.4% |
| 1Y | -63.8% | +18.3% | -82.1% | -66.1% |
| 3Y | -75.0% | +30.4% | -105.4% | -78.9% |
| 5Y | -82.5% | -2.7% | -79.9% | -83.1% |
| 10Y | +527.9% | +154.7% | +373.2% | +327.8% |
| All | +430.9% | +142.6% | +288.3% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling