+34.8%
AKAM vs TXG
+453.6%
-418.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.7% |
| 7D | +1.5% | +9.5% | -8.0% | +0.5% |
| 30D | -13.0% | +18.8% | -31.8% | -14.7% |
| 3M | -19.4% | +136.1% | -155.5% | -27.2% |
| 6M | +0.3% | +235.2% | -234.9% | -14.0% |
| YTD | +22.4% | +320.5% | -298.1% | -1.8% |
| 1Y | +34.8% | +425.2% | -390.4% | -1.9% |
| All | +34.8% | +453.6% | -418.8% | -1.9% |
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