+20.7%
AKAM vs TMF
-83.0%
+103.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | -7.4% | +0.6% | -8.0% | -7.4% |
| 30D | -24.9% | +16.3% | -41.2% | -24.7% |
| 3M | -27.4% | -2.7% | -24.7% | -27.4% |
| 6M | -45.6% | -13.2% | -32.5% | -45.8% |
| YTD | -8.0% | -16.7% | +8.7% | -8.4% |
| 1Y | -4.1% | -22.7% | +18.6% | -4.8% |
| 3Y | -26.9% | -26.1% | -0.8% | -27.0% |
| 5Y | -26.6% | -88.4% | +61.9% | -39.1% |
| 10Y | +20.7% | -81.8% | +102.5% | +22.9% |
| All | +20.7% | -83.0% | +103.7% | +22.9% |
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