+9.7%
AWK vs TSN
+13.0%
-3.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +2.2% | -5.0% | +7.2% | +3.5% |
| 30D | +4.4% | -9.1% | +13.5% | +7.1% |
| 3M | +15.4% | -7.4% | +22.8% | +17.5% |
| 6M | +3.5% | -13.4% | +16.9% | +7.1% |
| YTD | +9.8% | -8.5% | +18.3% | +11.3% |
| 1Y | +3.0% | -3.2% | +6.2% | +2.2% |
| 3Y | +9.7% | +11.5% | -1.8% | -4.8% |
| All | +9.7% | +13.0% | -3.3% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling