-27.3%
AKAM vs TD
+2,873.4%
-2,900.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.0% |
| 7D | -0.8% | +0.9% | -1.7% | -1.4% |
| 30D | -4.5% | -0.7% | -3.8% | -4.0% |
| 3M | -25.6% | +6.3% | -31.8% | -28.9% |
| 6M | +5.7% | +27.9% | -22.2% | -11.8% |
| YTD | +21.0% | +29.8% | -8.8% | -0.6% |
| 1Y | +33.9% | +63.7% | -29.8% | -6.8% |
| 3Y | +0.9% | +128.3% | -127.4% | -45.6% |
| 5Y | -6.9% | +125.5% | -132.4% | -50.9% |
| 10Y | +97.4% | +296.7% | -199.3% | -39.5% |
| All | -27.3% | +2,873.4% | -2,900.7% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling