+101.1%
AKAM vs TDG
+547.7%
-446.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +1.5% | -1.9% | +3.4% | +1.8% |
| 30D | -13.0% | -7.7% | -5.3% | -11.8% |
| 3M | -19.4% | -9.3% | -10.1% | -18.2% |
| 6M | +0.3% | -9.4% | +9.7% | +1.5% |
| YTD | +22.4% | -14.3% | +36.6% | +24.9% |
| 1Y | +34.8% | -11.8% | +46.7% | +36.8% |
| 3Y | +1.9% | +52.0% | -50.0% | -5.6% |
| 5Y | -4.6% | +128.8% | -133.4% | -17.7% |
| All | +101.1% | +547.7% | -446.5% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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