-56.8%
TSLL vs AWK
+6.0%
-62.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +8.4% |
| 7D | -21.2% | +4.1% | -25.3% | -20.6% |
| 30D | -13.3% | +18.0% | -31.3% | -11.1% |
| 3M | +15.4% | +12.2% | +3.2% | +17.6% |
| 6M | -34.2% | +21.2% | -55.5% | -32.5% |
| YTD | -52.9% | +17.6% | -70.5% | -51.8% |
| 1Y | -54.3% | +19.2% | -73.6% | -53.4% |
| 3Y | -18.4% | +26.7% | -45.1% | -29.3% |
| All | -56.8% | +6.0% | -62.8% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling