-52.1%
TSLL vs AKAM
-16.6%
-35.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.4% | +14.3% | +12.8% |
| 7D | -14.3% | -7.4% | -6.9% | -9.8% |
| 30D | -6.2% | -24.9% | +18.8% | +10.2% |
| 3M | +21.2% | -27.4% | +48.6% | +44.0% |
| 6M | -36.6% | -45.6% | +9.1% | -12.0% |
| YTD | -47.8% | -8.0% | -39.8% | -51.8% |
| 1Y | -45.2% | -4.1% | -41.1% | -51.1% |
| 3Y | -3.3% | -26.9% | +23.6% | -3.4% |
| All | -52.1% | -16.6% | -35.5% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling