-18.4%
TSLL vs AKAM
-23.4%
+5.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.7% | +1.9% | +5.1% |
| 7D | -21.2% | -10.4% | -10.8% | -16.2% |
| 30D | -13.3% | -20.6% | +7.3% | -2.3% |
| 3M | +15.4% | -29.9% | +45.3% | +37.0% |
| 6M | -34.2% | -31.9% | -2.3% | -21.1% |
| YTD | -52.9% | -4.8% | -48.1% | -56.5% |
| 1Y | -54.3% | +13.8% | -68.2% | -64.0% |
| 3Y | -18.4% | -23.4% | +5.0% | -45.3% |
| All | -18.4% | -23.4% | +5.0% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling