+935.1%
AKAM vs TCOM
+2,536.0%
-1,601.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | +0.6% | -6.5% | +7.1% | +1.9% |
| 30D | -8.2% | -16.2% | +8.1% | -5.0% |
| 3M | -17.6% | -19.3% | +1.8% | -14.3% |
| 6M | +2.5% | -27.2% | +29.7% | +8.8% |
| YTD | +22.8% | -46.2% | +69.0% | +37.5% |
| 1Y | +39.6% | -46.6% | +86.2% | +56.5% |
| 3Y | +2.3% | +8.4% | -6.0% | -4.2% |
| 5Y | -4.3% | +25.8% | -30.1% | -19.5% |
| 10Y | +104.1% | -11.9% | +116.0% | +70.3% |
| All | +935.1% | +2,536.0% | -1,601.0% | +277.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded TCOM 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling