-56.8%
TSLL vs AKAM
-13.7%
-43.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.7% | +1.9% | +4.8% |
| 7D | -21.2% | -10.4% | -10.8% | -15.6% |
| 30D | -13.3% | -20.6% | +7.3% | -1.1% |
| 3M | +15.4% | -29.9% | +45.3% | +39.4% |
| 6M | -34.2% | -31.9% | -2.3% | -20.1% |
| YTD | -52.9% | -4.8% | -48.1% | -57.3% |
| 1Y | -54.3% | +13.8% | -68.2% | -64.9% |
| 3Y | -18.4% | -23.4% | +5.0% | -20.7% |
| All | -56.8% | -13.7% | -43.1% | -58.6% |
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