-23.4%
TSLL vs AKAM
+35.6%
-59.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.6% | -11.5% |
| 7D | +1.9% | -2.1% | +4.0% | +2.5% |
| 30D | +17.8% | -13.9% | +31.7% | +21.9% |
| 3M | -37.0% | -33.8% | -3.2% | -31.4% |
| 6M | -37.7% | +2.2% | -39.8% | -34.9% |
| YTD | -51.4% | +20.6% | -72.0% | -50.2% |
| 1Y | -23.4% | +36.3% | -59.7% | -15.8% |
| All | -23.4% | +35.6% | -59.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 1y: compounded portfolio wealth divided by compounded AKAM 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…
1y analysis · Full analysis span regression · 6 months rolling