+1.1%
AKAM vs TMF
-41.6%
+42.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | -13.9% | -2.8% | -11.1% | -13.8% |
| 3M | -33.8% | -10.9% | -22.9% | -33.2% |
| 6M | +2.2% | -21.3% | +23.5% | +4.1% |
| YTD | +20.6% | -15.9% | +36.5% | +22.3% |
| 1Y | +36.3% | -15.7% | +52.1% | +38.1% |
| All | +1.1% | -41.6% | +42.7% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling