+285.0%
TSM vs AKAM
-2.4%
+287.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -2.0% |
| 7D | +4.8% | +5.4% | -0.6% | +3.4% |
| 30D | +4.0% | -5.9% | +9.9% | +5.4% |
| 3M | +2.0% | -19.6% | +21.6% | +6.7% |
| 6M | +25.5% | +8.5% | +17.0% | +19.4% |
| YTD | +44.0% | +26.9% | +17.1% | +28.3% |
| 1Y | +75.4% | +41.7% | +33.7% | +49.4% |
| 3Y | +406.7% | +5.8% | +400.9% | +358.3% |
| 5Y | +285.0% | -2.3% | +287.3% | +255.5% |
| All | +285.0% | -2.4% | +287.4% | +255.5% |
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