+8.8%
AWK vs TSLQ
-95.5%
+104.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.4% |
| 7D | -0.7% | +5.7% | -6.4% | -0.9% |
| 30D | +2.8% | -21.1% | +23.9% | +3.3% |
| 3M | +11.3% | -11.5% | +22.8% | +11.2% |
| 6M | +6.7% | -14.9% | +21.6% | +6.6% |
| YTD | +9.4% | +2.4% | +7.0% | +8.7% |
| 1Y | +3.7% | -49.8% | +53.5% | +4.1% |
| All | +8.8% | -95.5% | +104.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling