-4.3%
AKAM vs TCOM
+21.5%
-25.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.1% |
| 7D | +0.6% | -6.5% | +7.1% | +1.2% |
| 30D | -8.2% | -16.2% | +8.1% | -6.7% |
| 3M | -17.6% | -19.3% | +1.8% | -16.0% |
| 6M | +2.5% | -27.2% | +29.7% | +5.5% |
| YTD | +22.8% | -46.2% | +69.0% | +29.7% |
| 1Y | +39.6% | -46.6% | +86.2% | +47.5% |
| 3Y | +2.3% | +8.4% | -6.0% | +1.5% |
| 5Y | -4.3% | +25.8% | -30.1% | -9.9% |
| All | -4.3% | +21.5% | -25.8% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling