+909.6%
TTMI vs AWK
+969.7%
-60.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +9.0% | +8.9% |
| 7D | +5.9% | +1.7% | +4.1% | +5.2% |
| 30D | -4.3% | +5.6% | -9.9% | -6.4% |
| 3M | -32.0% | +15.9% | -47.9% | -36.6% |
| 6M | +19.5% | +4.6% | +14.9% | +15.1% |
| YTD | +82.0% | +10.1% | +72.0% | +71.1% |
| 1Y | +172.6% | +2.1% | +170.5% | +161.9% |
| 3Y | +744.7% | +9.8% | +734.8% | +653.9% |
| 5Y | +805.6% | -15.4% | +820.9% | +805.7% |
| 10Y | +1,057.6% | +129.4% | +928.2% | +550.0% |
| All | +909.6% | +969.7% | -60.0% | +113.6% |
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 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