+970.0%
AKAM vs TCOM
+2,569.4%
-1,599.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +5.5% |
| 7D | +5.4% | -10.2% | +15.6% | +7.6% |
| 30D | -5.9% | -16.8% | +11.0% | -2.5% |
| 3M | -19.6% | -16.7% | -2.9% | -17.0% |
| 6M | +8.5% | -27.1% | +35.5% | +15.0% |
| YTD | +26.9% | -45.5% | +72.4% | +41.8% |
| 1Y | +41.7% | -45.9% | +87.6% | +58.4% |
| 3Y | +5.8% | +9.8% | -4.0% | -1.2% |
| 5Y | -2.3% | +23.8% | -26.1% | -17.5% |
| 10Y | +111.0% | -10.8% | +121.7% | +75.6% |
| All | +970.0% | +2,569.4% | -1,599.4% | +288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling