+16.9%
AWK vs TSN
+12.4%
+4.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +0.1% | -1.4% | +1.6% | +0.4% |
| 30D | +14.3% | +8.5% | +5.8% | +12.6% |
| 3M | +10.3% | +5.3% | +5.0% | +9.0% |
| 6M | +18.9% | -10.5% | +29.4% | +20.1% |
| YTD | +17.7% | +3.0% | +14.8% | +16.2% |
| 1Y | +16.9% | +12.1% | +4.7% | +14.3% |
| All | +16.9% | +12.4% | +4.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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