+1,326.1%
TXN vs AWK
+967.2%
+358.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.2% | +2.2% | 0.0% | +1.4% |
| 30D | -9.5% | +4.4% | -13.9% | -11.0% |
| 3M | -10.5% | +15.4% | -25.9% | -15.5% |
| 6M | +35.4% | +3.5% | +31.8% | +32.6% |
| YTD | +51.8% | +9.8% | +42.0% | +45.1% |
| 1Y | +42.9% | +3.0% | +40.0% | +39.5% |
| 3Y | +71.3% | +9.7% | +61.7% | +59.2% |
| 5Y | +58.0% | -17.2% | +75.2% | +62.3% |
| 10Y | +393.3% | +126.1% | +267.2% | +233.8% |
| All | +1,326.1% | +967.2% | +358.8% | +382.0% |
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