+802.2%
TTMI vs AWK
-17.3%
+819.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +6.0% | -0.7% | +6.8% | +6.0% |
| 30D | -6.4% | +2.8% | -9.2% | -6.4% |
| 3M | -28.9% | +11.3% | -40.2% | -29.3% |
| 6M | +26.9% | +6.7% | +20.1% | +26.4% |
| YTD | +77.3% | +9.4% | +67.9% | +75.6% |
| 1Y | +147.5% | +3.7% | +143.8% | +146.8% |
| 3Y | +847.6% | +9.2% | +838.4% | +786.2% |
| 5Y | +802.2% | -15.7% | +817.9% | +767.2% |
| All | +802.2% | -17.3% | +819.5% | +767.2% |
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