+5.7%
AKAM vs TSEM
+663.1%
-657.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.3% | +5.1% |
| 7D | +5.4% | +4.7% | +0.7% | +4.6% |
| 30D | -5.9% | -14.2% | +8.4% | -3.8% |
| 3M | -19.6% | -5.0% | -14.6% | -20.5% |
| 6M | +8.5% | +87.6% | -79.1% | -2.1% |
| YTD | +26.9% | +84.4% | -57.5% | +13.6% |
| 1Y | +41.7% | +235.4% | -193.7% | +15.0% |
| All | +5.7% | +663.1% | -657.4% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 3y: compounded portfolio wealth divided by compounded TSEM 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…
3y analysis · Full analysis span regression · 6 months rolling