+34.8%
AKAM vs TEL
+1.5%
+33.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.1% |
| 7D | +1.5% | +1.6% | -0.1% | +1.1% |
| 30D | -13.0% | -0.7% | -12.4% | -12.9% |
| 3M | -19.4% | +2.4% | -21.8% | -19.8% |
| 6M | +0.3% | +4.1% | -3.8% | -1.2% |
| YTD | +22.4% | -5.8% | +28.2% | +22.5% |
| 1Y | +34.8% | +0.9% | +34.0% | +27.1% |
| All | +34.8% | +1.5% | +33.3% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 1y: compounded portfolio wealth divided by compounded TEL 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…
1y analysis · Full analysis span regression · 6 months rolling