-47.2%
TSLL vs AWK
+4.7%
-51.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.2% |
| 7D | +33.0% | -2.6% | +35.6% | +32.4% |
| 30D | +7.7% | +14.2% | -6.5% | +9.9% |
| 3M | +34.7% | +10.0% | +24.7% | +36.9% |
| 6M | -31.5% | +17.1% | -48.6% | -29.9% |
| YTD | -42.4% | +16.1% | -58.5% | -41.1% |
| 1Y | -39.7% | +17.5% | -57.2% | -38.5% |
| 3Y | +3.4% | +29.3% | -25.9% | -13.5% |
| All | -47.2% | +4.7% | -51.9% | -44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling