+240.8%
TMUS vs AKAM
+25.2%
+215.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.0% | -0.4% |
| 7D | +9.5% | -3.3% | +12.8% | +9.8% |
| 30D | +13.8% | -21.7% | +35.5% | +17.2% |
| 3M | -4.6% | -28.8% | +24.3% | -0.8% |
| 6M | -11.7% | -43.3% | +31.6% | -5.2% |
| YTD | -15.4% | -4.1% | -11.3% | -20.3% |
| 1Y | -16.1% | -3.9% | -12.2% | -21.1% |
| 3Y | +20.5% | -24.4% | +44.9% | +16.4% |
| 5Y | +48.7% | -23.8% | +72.5% | +41.2% |
| 10Y | +240.8% | +26.4% | +214.4% | +173.6% |
| All | +240.8% | +25.2% | +215.6% | +173.6% |
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