+10.7%
TTMI vs AWK
+20.7%
-10.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.2% | -12.3% | -6.5% |
| 7D | -19.2% | +7.0% | -26.2% | -8.9% |
| 30D | -44.9% | +17.0% | -61.9% | -26.8% |
| 3M | -44.7% | +12.4% | -57.1% | -29.8% |
| 6M | -53.4% | +19.6% | -73.0% | -35.0% |
| YTD | +6.3% | +17.0% | -10.7% | +44.5% |
| 1Y | +10.7% | +20.0% | -9.3% | +55.6% |
| All | +10.7% | +20.7% | -10.0% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling