+21.7%
AKAM vs TXG
+24.6%
-2.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.5% |
| 7D | +5.4% | +9.1% | -3.8% | +4.2% |
| 30D | -5.9% | +14.9% | -20.8% | -7.7% |
| 3M | -19.6% | +120.0% | -139.6% | -28.1% |
| 6M | +8.5% | +221.8% | -213.3% | -8.6% |
| YTD | +26.9% | +312.6% | -285.6% | +2.8% |
| 1Y | +41.7% | +398.4% | -356.7% | +10.9% |
| 3Y | +5.8% | +42.1% | -36.3% | -9.6% |
| 5Y | -2.3% | -63.5% | +61.1% | -10.8% |
| All | +21.7% | +24.6% | -2.9% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling