-21.3%
AKAM vs TSN
-14.8%
-6.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | +2.8% | -1.4% | +4.2% | +2.9% |
| 30D | -6.9% | +8.5% | -15.4% | -7.7% |
| 3M | -31.8% | +5.3% | -37.1% | -32.2% |
| 6M | -47.0% | -10.5% | -36.5% | -46.2% |
| YTD | -2.1% | +3.0% | -5.1% | -3.1% |
| 1Y | -3.7% | +12.1% | -15.8% | -6.1% |
| 3Y | -23.0% | +43.1% | -66.2% | -28.2% |
| All | -21.3% | -14.8% | -6.4% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling