+495.5%
TTMI vs AWK
+1,044.2%
-548.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.3% |
| 7D | +11.4% | +0.1% | +11.2% | +11.3% |
| 30D | -28.3% | +14.3% | -42.6% | -32.3% |
| 3M | -46.7% | +10.3% | -56.9% | -49.3% |
| 6M | -56.1% | +18.9% | -75.1% | -59.9% |
| YTD | +7.4% | +17.7% | -10.4% | -2.7% |
| 1Y | +17.4% | +16.9% | +0.5% | +6.2% |
| 3Y | +429.1% | +32.2% | +397.0% | +329.3% |
| 5Y | +418.8% | -2.2% | +420.9% | +383.2% |
| 10Y | +411.2% | +156.1% | +255.1% | +170.4% |
| All | +495.5% | +1,044.2% | -548.7% | +21.4% |
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