-27.5%
AKAM vs TSN
+429.9%
-457.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -2.1% | -6.3% | +4.2% | -0.3% |
| 30D | -13.9% | -10.8% | -3.1% | -11.1% |
| 3M | -33.8% | -8.8% | -25.1% | -32.4% |
| 6M | +2.2% | -16.8% | +19.0% | +6.8% |
| YTD | +20.6% | -10.0% | +30.6% | +22.9% |
| 1Y | +36.3% | -5.3% | +41.6% | +36.4% |
| 3Y | -0.1% | +8.5% | -8.6% | -5.9% |
| 5Y | -7.5% | -22.9% | +15.4% | -5.1% |
| 10Y | +90.2% | -12.6% | +102.8% | +72.7% |
| All | -27.5% | +429.9% | -457.4% | -71.4% |
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