+19.4%
AKAM vs TNA
+37.5%
-18.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -2.0% |
| 7D | -12.4% | +2.4% | -14.8% | -13.0% |
| 30D | -20.4% | -0.9% | -19.5% | -20.3% |
| 3M | -30.3% | -19.2% | -11.1% | -26.5% |
| 6M | -18.8% | -0.8% | -17.9% | -18.7% |
| YTD | -1.5% | +33.2% | -34.7% | -7.9% |
| 1Y | +19.4% | +38.5% | -19.1% | +10.2% |
| All | +19.4% | +37.5% | -18.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling