+19.6%
TMO vs AKAM
+0.9%
+18.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -0.6% | +1.5% | -2.1% | -0.8% |
| 30D | +1.1% | -13.0% | +14.2% | +2.2% |
| 3M | +28.3% | -19.4% | +47.7% | +30.5% |
| 6M | +23.3% | +0.3% | +23.0% | +19.5% |
| YTD | +5.5% | +22.4% | -16.9% | -2.9% |
| 1Y | +24.5% | +34.8% | -10.3% | +12.0% |
| 3Y | +19.6% | +1.9% | +17.6% | +3.7% |
| All | +19.6% | +0.9% | +18.7% | +3.7% |
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