-23.4%
AKAM vs TMF
-25.3%
+1.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.8% |
| 7D | -10.4% | +1.2% | -11.6% | -10.5% |
| 30D | -20.6% | +19.7% | -40.3% | -22.1% |
| 3M | -29.9% | -2.1% | -27.8% | -29.9% |
| 6M | -31.9% | -13.4% | -18.4% | -31.1% |
| YTD | -4.8% | -16.7% | +12.0% | -3.3% |
| 1Y | +13.8% | -23.3% | +37.2% | +16.1% |
| 3Y | -23.4% | -24.8% | +1.4% | -23.4% |
| All | -23.4% | -25.3% | +1.9% | -23.4% |
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