+32.3%
AKAM vs TMF
-81.8%
+114.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.2% |
| 7D | +11.2% | -8.2% | +19.4% | +11.0% |
| 30D | -13.4% | +5.3% | -18.7% | -13.3% |
| 3M | -29.5% | -8.5% | -21.0% | -29.6% |
| 6M | -42.1% | -17.2% | -24.9% | -42.4% |
| YTD | -0.8% | -23.4% | +22.6% | -1.5% |
| 1Y | -3.9% | -30.2% | +26.3% | -4.9% |
| 3Y | -21.9% | -32.9% | +11.1% | -22.2% |
| 5Y | -22.4% | -88.5% | +66.2% | -35.1% |
| All | +32.3% | -81.8% | +114.1% | +33.3% |
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