+1.1%
AKAM vs TT
+124.8%
-123.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -13.9% | -7.2% | -6.8% | -12.4% |
| 3M | -33.8% | -3.0% | -30.8% | -33.6% |
| 6M | +2.2% | +1.4% | +0.8% | +1.1% |
| YTD | +20.6% | +15.9% | +4.7% | +13.8% |
| 1Y | +36.3% | +9.4% | +26.9% | +30.8% |
| All | +1.1% | +124.8% | -123.7% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling