-3.9%
AKAM vs TLN
+3.1%
-7.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | +11.2% | +22.3% | -11.1% | +7.1% |
| 30D | -13.4% | +1.2% | -14.6% | -13.9% |
| 3M | -29.5% | +5.9% | -35.4% | -30.7% |
| 6M | -42.1% | +3.2% | -45.3% | -43.6% |
| YTD | -0.8% | +3.2% | -3.9% | -4.7% |
| 1Y | -3.9% | +5.2% | -9.1% | -8.1% |
| All | -3.9% | +3.1% | -7.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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