-31.9%
AKAM vs TMF
-13.4%
-18.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.8% |
| 7D | -10.4% | +1.2% | -11.6% | -10.7% |
| 30D | -20.6% | +19.7% | -40.3% | -25.7% |
| 3M | -29.9% | -2.1% | -27.8% | -29.0% |
| 6M | -31.9% | -13.4% | -18.4% | -25.8% |
| All | -31.9% | -13.4% | -18.5% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling