-6.9%
AKAM vs TMF
-87.6%
+80.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -4.5% | -1.8% | -2.6% | -4.4% |
| 3M | -25.6% | -8.2% | -17.3% | -25.1% |
| 6M | +5.7% | -19.5% | +25.2% | +7.4% |
| YTD | +21.0% | -16.0% | +37.0% | +22.6% |
| 1Y | +33.9% | -22.5% | +56.4% | +36.3% |
| 3Y | +0.9% | -42.3% | +43.2% | +3.3% |
| 5Y | -6.9% | -87.7% | +80.8% | -1.5% |
| All | -6.9% | -87.6% | +80.8% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling