+101.1%
AKAM vs TD
+306.3%
-205.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | -13.0% | -1.9% | -11.1% | -12.4% |
| 3M | -19.4% | +4.8% | -24.1% | -20.8% |
| 6M | +0.3% | +28.0% | -27.7% | -8.6% |
| YTD | +22.4% | +30.3% | -7.9% | +10.5% |
| 1Y | +34.8% | +59.8% | -24.9% | +12.7% |
| 3Y | +1.9% | +124.7% | -122.8% | -25.5% |
| 5Y | -4.6% | +127.0% | -131.6% | -31.0% |
| All | +101.1% | +306.3% | -205.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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