+6,516.6%
TSM vs AKAM
-4.3%
+6,520.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.1% |
| 7D | +2.7% | -2.1% | +4.8% | +3.2% |
| 30D | +3.6% | -13.9% | +17.5% | +7.0% |
| 3M | -3.4% | -33.8% | +30.4% | +5.7% |
| 6M | +20.6% | +2.2% | +18.4% | +16.9% |
| YTD | +41.9% | +20.6% | +21.3% | +31.1% |
| 1Y | +84.4% | +36.3% | +48.1% | +64.8% |
| 3Y | +380.2% | -0.1% | +380.3% | +352.9% |
| 5Y | +275.3% | -7.5% | +282.9% | +258.0% |
| 10Y | +1,751.4% | +90.2% | +1,661.2% | +1,346.2% |
| All | +6,516.6% | -4.3% | +6,520.9% | +3,047.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling