+31.4%
AWK vs TSN
+44.5%
-13.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +15.5% | +11.8% | +3.8% | +12.1% |
| 3M | +10.0% | +7.1% | +2.9% | +7.7% |
| 6M | +20.4% | -9.2% | +29.6% | +23.2% |
| YTD | +17.1% | +4.8% | +12.3% | +14.3% |
| 1Y | +18.3% | +11.6% | +6.6% | +13.0% |
| All | +31.4% | +44.5% | -13.0% | +6.8% |
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