+34.8%
AKAM vs TSLQ
-49.6%
+84.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.4% |
| 7D | +1.5% | -6.6% | +8.1% | +0.9% |
| 30D | -13.0% | -24.3% | +11.3% | -14.7% |
| 3M | -19.4% | -3.6% | -15.8% | -18.9% |
| 6M | +0.3% | -12.0% | +12.3% | +1.7% |
| YTD | +22.4% | +1.4% | +21.0% | +24.0% |
| 1Y | +34.8% | -43.6% | +78.4% | +37.0% |
| All | +34.8% | -49.6% | +84.5% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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