+96.0%
TFC vs AKAM
-22.7%
+118.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.4% |
| 7D | +2.3% | +2.8% | -0.5% | +1.9% |
| 30D | +10.8% | -6.9% | +17.7% | +11.5% |
| 3M | -3.8% | -31.8% | +28.1% | 0.0% |
| 6M | +9.6% | -47.0% | +56.6% | +17.6% |
| YTD | +5.8% | -2.1% | +7.9% | -1.4% |
| 1Y | +16.2% | -3.7% | +19.9% | +8.7% |
| 3Y | +96.0% | -23.0% | +119.0% | +65.8% |
| All | +96.0% | -22.7% | +118.7% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling