+95.6%
TFC vs AKAM
+103.9%
-8.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -2.4% | +1.5% | -3.9% | -2.7% |
| 30D | -3.4% | -13.0% | +9.7% | -0.9% |
| 3M | +0.4% | -19.4% | +19.8% | +4.0% |
| 6M | +12.7% | +0.3% | +12.4% | +8.6% |
| YTD | +5.6% | +22.4% | -16.8% | -4.3% |
| 1Y | +16.0% | +34.8% | -18.8% | +2.0% |
| 3Y | +94.0% | +1.9% | +92.0% | +78.9% |
| 5Y | +16.2% | -4.6% | +20.7% | +6.7% |
| All | +95.6% | +103.9% | -8.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling