+19.4%
AKAM vs TXG
+406.9%
-387.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.1% |
| 7D | -12.4% | -19.3% | +6.8% | -10.3% |
| 30D | -20.4% | -30.9% | +10.5% | -17.7% |
| 3M | -30.3% | +41.1% | -71.4% | -33.0% |
| 6M | -18.8% | +211.9% | -230.6% | -28.2% |
| YTD | -1.5% | +314.0% | -315.5% | -21.5% |
| 1Y | +19.4% | +405.4% | -386.0% | -12.9% |
| All | +19.4% | +406.9% | -387.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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