-52.1%
TSLL vs AWK
+5.2%
-57.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.7% | +11.6% | +10.8% |
| 7D | -14.3% | +1.2% | -15.5% | -14.0% |
| 30D | -6.2% | +15.8% | -21.9% | -4.0% |
| 3M | +21.2% | +11.0% | +10.2% | +23.3% |
| 6M | -36.6% | +21.0% | -57.6% | -35.0% |
| YTD | -47.8% | +16.7% | -64.5% | -46.6% |
| 1Y | -45.2% | +17.2% | -62.4% | -44.1% |
| 3Y | -3.3% | +29.2% | -32.4% | -18.5% |
| All | -52.1% | +5.2% | -57.3% | -49.3% |
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