+27.5%
AKAM vs TSLQ
-97.3%
+124.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +5.4% | -8.0% | +13.4% | +4.8% |
| 30D | -5.9% | -23.8% | +17.9% | -7.6% |
| 3M | -19.6% | -7.0% | -12.6% | -19.0% |
| 6M | +8.5% | -17.1% | +25.6% | +9.6% |
| YTD | +26.9% | +0.1% | +26.9% | +30.5% |
| 1Y | +41.7% | -51.2% | +92.9% | +38.9% |
| 3Y | +5.8% | -95.9% | +101.7% | -4.9% |
| All | +27.5% | -97.3% | +124.8% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling