+101.1%
AKAM vs TCOM
-9.8%
+110.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.5% | -4.9% | +6.4% | +2.0% |
| 30D | -13.0% | -14.4% | +1.4% | -11.6% |
| 3M | -19.4% | -17.7% | -1.7% | -17.9% |
| 6M | +0.3% | -25.1% | +25.4% | +3.2% |
| YTD | +22.4% | -45.7% | +68.1% | +29.8% |
| 1Y | +34.8% | -47.9% | +82.7% | +43.6% |
| 3Y | +1.9% | +8.9% | -7.0% | -0.4% |
| 5Y | -4.6% | +26.9% | -31.4% | -10.7% |
| All | +101.1% | -9.8% | +110.9% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling