-23.4%
TSLL vs AWK
+1.8%
-25.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -12.0% |
| 7D | +1.9% | +1.7% | +0.2% | +3.5% |
| 30D | +17.8% | +5.6% | +12.2% | +24.7% |
| 3M | -37.0% | +15.9% | -52.9% | -25.6% |
| 6M | -37.7% | +4.6% | -42.2% | -31.6% |
| YTD | -51.4% | +10.1% | -61.4% | -44.4% |
| 1Y | -23.4% | +2.1% | -25.5% | -15.4% |
| All | -23.4% | +1.8% | -25.2% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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