+36.0%
TSM vs AKAM
+16.2%
+19.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -10.0% | -12.4% | +2.4% | -8.6% |
| 30D | -18.5% | -20.4% | +1.9% | -16.7% |
| 3M | -4.9% | -30.3% | +25.5% | -1.9% |
| 6M | -1.0% | -18.8% | +17.8% | +2.7% |
| YTD | +31.3% | -1.5% | +32.8% | +36.3% |
| 1Y | +36.0% | +19.4% | +16.6% | +42.7% |
| All | +36.0% | +16.2% | +19.8% | +42.7% |
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