-27.5%
AKAM vs TSEM
+71.5%
-99.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -3.1% |
| 7D | -2.1% | +6.9% | -9.0% | -3.8% |
| 30D | -13.9% | +5.3% | -19.2% | -15.6% |
| 3M | -33.8% | -14.9% | -18.9% | -33.1% |
| 6M | +2.2% | +80.0% | -77.9% | -15.7% |
| YTD | +20.6% | +89.4% | -68.8% | -2.9% |
| 1Y | +36.3% | +253.1% | -216.8% | -7.2% |
| 3Y | -0.1% | +642.1% | -642.2% | -46.0% |
| 5Y | -7.5% | +659.1% | -666.6% | -52.1% |
| 10Y | +90.2% | +1,291.4% | -1,201.2% | -22.9% |
| All | -27.5% | +71.5% | -99.1% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling