+101.8%
AKAM vs TT
+954.8%
-853.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | -8.2% | -8.9% | +0.7% | -5.5% |
| 3M | -17.6% | -1.8% | -15.7% | -17.5% |
| 6M | +2.5% | +1.9% | +0.6% | +1.2% |
| YTD | +22.8% | +13.8% | +9.0% | +16.1% |
| 1Y | +39.6% | +6.1% | +33.4% | +34.9% |
| 3Y | +2.3% | +119.6% | -117.2% | -23.1% |
| 5Y | -4.3% | +145.9% | -150.1% | -32.3% |
| All | +101.8% | +954.8% | -853.0% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling