+5.7%
AKAM vs TLN
+483.9%
-478.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.7% | +5.1% |
| 7D | +5.4% | +5.8% | -0.5% | +4.6% |
| 30D | -5.9% | -6.9% | +1.0% | -5.0% |
| 3M | -19.6% | -10.9% | -8.7% | -18.9% |
| 6M | +8.5% | -4.6% | +13.1% | +8.1% |
| YTD | +26.9% | -14.7% | +41.7% | +27.6% |
| 1Y | +41.7% | -17.9% | +59.6% | +42.5% |
| All | +5.7% | +483.9% | -478.1% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling