-16.7%
AWK vs TSN
-20.2%
+3.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +0.6% | -7.3% | +7.9% | +2.5% |
| 30D | +4.3% | -8.6% | +12.9% | +6.6% |
| 3M | +12.5% | -7.5% | +20.1% | +14.5% |
| 6M | +3.3% | -14.1% | +17.4% | +6.9% |
| YTD | +9.8% | -9.4% | +19.2% | +11.7% |
| 1Y | +2.9% | -4.1% | +7.0% | +2.8% |
| 3Y | +9.6% | +10.3% | -0.7% | +4.3% |
| 5Y | -16.7% | -19.7% | +3.1% | -14.9% |
| All | -16.7% | -20.2% | +3.5% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling