+283.4%
TFC vs AKAM
-4.3%
+287.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +2.4% | -2.1% | +4.5% | +2.7% |
| 30D | -1.3% | -13.9% | +12.6% | +0.3% |
| 3M | +6.1% | -33.8% | +39.9% | +10.7% |
| 6M | +7.3% | +2.2% | +5.2% | +5.4% |
| YTD | +8.2% | +20.6% | -12.4% | +3.7% |
| 1Y | +14.4% | +36.3% | -21.9% | +7.9% |
| 3Y | +93.7% | -0.1% | +93.8% | +87.9% |
| 5Y | +16.4% | -7.5% | +23.9% | +13.5% |
| 10Y | +101.6% | +90.2% | +11.4% | +78.4% |
| All | +283.4% | -4.3% | +287.7% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling