+6,172.0%
TSM vs AKAM
-21.3%
+6,193.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +14.8% | +11.2% | +3.6% | +12.1% |
| 30D | -8.9% | -13.4% | +4.5% | -5.8% |
| 3M | -5.3% | -29.5% | +24.2% | +2.2% |
| 6M | +2.6% | -42.1% | +44.7% | +15.1% |
| YTD | +34.5% | -0.8% | +35.3% | +29.5% |
| 1Y | +41.0% | -3.9% | +44.9% | +36.7% |
| 3Y | +333.1% | -21.9% | +355.0% | +330.4% |
| 5Y | +270.1% | -22.4% | +292.5% | +266.3% |
| 10Y | +1,608.7% | +32.3% | +1,576.4% | +1,349.3% |
| All | +6,172.0% | -21.3% | +6,193.4% | +3,008.7% |
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 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