+1,672.6%
TSM vs AKAM
+31.6%
+1,641.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +14.8% | +11.2% | +3.6% | +11.6% |
| 30D | -8.9% | -13.4% | +4.5% | -5.5% |
| 3M | -5.3% | -29.5% | +24.2% | +3.2% |
| 6M | +2.6% | -42.1% | +44.7% | +16.6% |
| YTD | +34.5% | -0.8% | +35.3% | +26.9% |
| 1Y | +41.0% | -3.9% | +44.9% | +34.3% |
| 3Y | +333.1% | -21.9% | +355.0% | +324.5% |
| 5Y | +270.1% | -22.4% | +292.5% | +257.4% |
| All | +1,672.6% | +31.6% | +1,641.0% | +1,324.4% |
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