+36.3%
AKAM vs TMF
-15.2%
+51.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | -13.9% | -2.8% | -11.1% | -13.3% |
| 3M | -33.8% | -10.9% | -22.9% | -31.7% |
| 6M | +2.2% | -21.3% | +23.5% | +8.4% |
| YTD | +20.6% | -15.9% | +36.5% | +26.0% |
| 1Y | +36.3% | -15.7% | +52.1% | +43.0% |
| All | +36.3% | -15.2% | +51.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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