+12.5%
AKAM vs TLN
+583.6%
-571.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.7% |
| 7D | -2.1% | +7.1% | -9.2% | -2.9% |
| 30D | -13.9% | -3.9% | -10.1% | -13.6% |
| 3M | -33.8% | -16.2% | -17.7% | -32.7% |
| 6M | +2.2% | -5.8% | +8.0% | +2.0% |
| YTD | +20.6% | -15.4% | +36.0% | +21.4% |
| 1Y | +36.3% | -16.7% | +53.0% | +36.9% |
| 3Y | -0.1% | +473.8% | -473.9% | -16.4% |
| All | +12.5% | +583.6% | -571.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling