+99.7%
TXN vs AWK
+20.7%
+79.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | +0.2% |
| 7D | +1.0% | +7.0% | -6.0% | +2.6% |
| 30D | +6.1% | +17.0% | -10.9% | +9.9% |
| 3M | +10.4% | +12.4% | -2.0% | +13.2% |
| 6M | +12.6% | +19.6% | -7.0% | +16.0% |
| YTD | +83.5% | +17.0% | +66.4% | +89.1% |
| 1Y | +99.7% | +20.0% | +79.7% | +104.5% |
| All | +99.7% | +20.7% | +79.1% | +104.5% |
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