+97.4%
AKAM vs TMF
-86.8%
+184.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.8% | +1.0% | -1.8% | -0.8% |
| 30D | -4.5% | -1.8% | -2.6% | -4.5% |
| 3M | -25.6% | -8.2% | -17.3% | -25.7% |
| 6M | +5.7% | -19.5% | +25.2% | +5.1% |
| YTD | +21.0% | -16.0% | +37.0% | +20.5% |
| 1Y | +33.9% | -22.5% | +56.4% | +32.9% |
| 3Y | +0.9% | -42.3% | +43.2% | -0.7% |
| 5Y | -6.9% | -87.7% | +80.8% | -21.7% |
| 10Y | +97.4% | -86.5% | +183.9% | +96.2% |
| All | +97.4% | -86.8% | +184.2% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling