+417.3%
AKAM vs TMF
-68.9%
+486.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -2.1% | -1.4% | -0.7% | -2.3% |
| 30D | -13.9% | -2.8% | -11.1% | -14.2% |
| 3M | -33.8% | -10.9% | -22.9% | -34.7% |
| 6M | +2.2% | -21.3% | +23.5% | -0.6% |
| YTD | +20.6% | -15.9% | +36.5% | +18.2% |
| 1Y | +36.3% | -15.7% | +52.1% | +33.8% |
| 3Y | -0.1% | -43.4% | +43.2% | -5.4% |
| 5Y | -7.5% | -87.8% | +80.2% | -31.6% |
| 10Y | +90.2% | -86.7% | +176.9% | +58.9% |
| All | +417.3% | -68.9% | +486.2% | +546.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling