+26.4%
AKAM vs TT
+744.7%
-718.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -3.3% | +0.8% | -4.1% | -3.5% |
| 30D | -21.7% | -11.8% | -10.0% | -18.7% |
| 3M | -28.8% | -11.6% | -17.3% | -26.2% |
| 6M | -43.3% | -9.3% | -34.0% | -41.8% |
| YTD | -4.1% | +8.9% | -12.9% | -8.0% |
| 1Y | -3.9% | -2.2% | -1.7% | -4.6% |
| 3Y | -24.4% | +91.9% | -116.3% | -40.3% |
| 5Y | -23.8% | +136.0% | -159.8% | -45.1% |
| 10Y | +26.4% | +734.7% | -708.3% | -45.1% |
| All | +26.4% | +744.7% | -718.2% | -45.1% |
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