+12.9%
AKAM vs TLN
+602.5%
-589.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | 0.0% |
| 7D | -0.8% | +10.9% | -11.7% | -2.1% |
| 30D | -4.5% | -6.3% | +1.8% | -3.7% |
| 3M | -25.6% | -10.7% | -14.9% | -24.9% |
| 6M | +5.7% | +1.6% | +4.1% | +4.6% |
| YTD | +21.0% | -13.1% | +34.1% | +21.4% |
| 1Y | +33.9% | -15.1% | +48.9% | +34.1% |
| 3Y | +0.9% | +495.0% | -494.1% | -15.8% |
| All | +12.9% | +602.5% | -589.5% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling