+101.1%
AKAM vs TSN
-4.9%
+106.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +1.5% | +3.0% | -1.5% | +1.1% |
| 30D | -13.0% | -4.2% | -8.8% | -12.6% |
| 3M | -19.4% | -3.9% | -15.5% | -19.2% |
| 6M | +0.3% | -9.8% | +10.1% | +1.1% |
| YTD | +22.4% | -7.3% | +29.7% | +22.8% |
| 1Y | +34.8% | -2.2% | +37.0% | +34.2% |
| 3Y | +1.9% | +11.9% | -9.9% | -1.0% |
| 5Y | -4.6% | -16.9% | +12.4% | -4.0% |
| All | +101.1% | -4.9% | +106.1% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling