+1,044.2%
AWK vs TSN
+345.1%
+699.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% |
| 3M | +10.3% | +5.3% | +5.0% | +9.2% |
| 6M | +18.9% | -10.5% | +29.4% | +21.0% |
| YTD | +17.7% | +3.0% | +14.8% | +16.6% |
| 1Y | +16.9% | +12.1% | +4.7% | +14.0% |
| 3Y | +32.2% | +43.1% | -10.9% | +23.3% |
| 5Y | -2.2% | -15.1% | +12.9% | -1.4% |
| 10Y | +156.1% | +14.8% | +141.3% | +139.3% |
| All | +1,044.2% | +345.1% | +699.0% | +672.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling