-49.1%
TSLL vs AKAM
-11.3%
-37.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.0% |
| 7D | +17.8% | +2.8% | +15.1% | +15.8% |
| 30D | +8.2% | -6.9% | +15.1% | +13.2% |
| 3M | +20.9% | -31.8% | +52.7% | +48.7% |
| 6M | -37.5% | -47.0% | +9.5% | -12.4% |
| YTD | -44.5% | -2.1% | -42.4% | -50.5% |
| 1Y | -33.0% | -3.7% | -29.3% | -39.6% |
| 3Y | -6.4% | -23.0% | +16.7% | -8.8% |
| All | -49.1% | -11.3% | -37.8% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling