-48.9%
TSLL vs AWK
+18.2%
-67.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.7% | +11.6% | +10.1% |
| 7D | -14.3% | +1.2% | -15.5% | -12.5% |
| 30D | -6.2% | +15.8% | -21.9% | +10.7% |
| 3M | +21.2% | +11.0% | +10.2% | +36.7% |
| 6M | -36.6% | +21.0% | -57.6% | -20.0% |
| YTD | -47.8% | +16.7% | -64.5% | -35.5% |
| All | -48.9% | +18.2% | -67.1% | -35.2% |
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