+396.5%
TTMI vs AWK
+157.1%
+239.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.0% |
| 7D | +11.4% | +0.1% | +11.2% | +11.3% |
| 30D | -28.3% | +14.3% | -42.6% | -30.0% |
| 3M | -46.7% | +10.3% | -56.9% | -47.7% |
| 6M | -56.1% | +18.9% | -75.1% | -57.9% |
| YTD | +7.4% | +17.7% | -10.4% | +2.3% |
| 1Y | +17.4% | +16.9% | +0.5% | +11.8% |
| 3Y | +429.1% | +32.2% | +397.0% | +360.0% |
| 5Y | +418.8% | -2.2% | +420.9% | +402.8% |
| All | +396.5% | +157.1% | +239.4% | +287.0% |
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