+2.3%
AKAM vs TXG
+39.1%
-36.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | +0.6% | +5.0% | -4.4% | -0.2% |
| 30D | -8.2% | +13.5% | -21.7% | -10.1% |
| 3M | -17.6% | +128.0% | -145.6% | -28.6% |
| 6M | +2.5% | +224.4% | -221.9% | -17.3% |
| YTD | +22.8% | +307.0% | -284.2% | -6.1% |
| 1Y | +39.6% | +427.2% | -387.7% | +0.3% |
| All | +2.3% | +39.1% | -36.9% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling