-51.7%
TSLL vs AWK
+6.0%
-57.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +1.1% |
| 7D | -11.0% | +2.7% | -13.7% | -10.5% |
| 30D | -5.3% | +16.7% | -22.0% | -3.0% |
| 3M | +20.8% | +11.7% | +9.1% | +23.1% |
| 6M | -36.0% | +21.9% | -57.9% | -34.3% |
| YTD | -47.3% | +17.6% | -64.9% | -46.0% |
| 1Y | -48.4% | +19.8% | -68.2% | -47.4% |
| 3Y | -5.4% | +31.0% | -36.4% | -20.7% |
| All | -51.7% | +6.0% | -57.7% | -48.8% |
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