-41.2%
AKAM vs TSN
+506.2%
-547.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +2.8% | -1.4% | +4.2% | +3.2% |
| 30D | -6.9% | +8.5% | -15.4% | -9.3% |
| 3M | -31.8% | +5.3% | -37.1% | -33.2% |
| 6M | -47.0% | -10.5% | -36.5% | -45.7% |
| YTD | -2.1% | +3.0% | -5.1% | -4.5% |
| 1Y | -3.7% | +12.1% | -15.8% | -8.7% |
| 3Y | -23.0% | +43.1% | -66.2% | -33.5% |
| 5Y | -23.4% | -15.1% | -8.3% | -23.7% |
| 10Y | +30.5% | +14.8% | +15.7% | +8.3% |
| All | -41.2% | +506.2% | -547.4% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling