+56.4%
TXN vs AWK
-17.3%
+73.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | -8.0% | +2.8% | -10.8% | -8.5% |
| 3M | -7.8% | +11.3% | -19.1% | -10.2% |
| 6M | +32.4% | +6.7% | +25.7% | +30.1% |
| YTD | +51.7% | +9.4% | +42.3% | +47.8% |
| 1Y | +44.3% | +3.7% | +40.6% | +42.3% |
| 3Y | +71.3% | +9.2% | +62.0% | +61.9% |
| 5Y | +56.4% | -15.7% | +72.1% | +53.7% |
| All | +56.4% | -17.3% | +73.7% | +53.7% |
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