-74.8%
TTD vs AKAM
-21.6%
-53.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +2.8% |
| 7D | +20.8% | +0.9% | +19.9% | +20.3% |
| 30D | +33.8% | -14.7% | +48.6% | +38.6% |
| 3M | +17.8% | -25.7% | +43.6% | +25.5% |
| 6M | -25.7% | -43.4% | +17.6% | -15.4% |
| YTD | -57.9% | -0.7% | -57.2% | -62.5% |
| 1Y | -63.8% | -4.3% | -59.5% | -67.2% |
| All | -74.8% | -21.6% | -53.3% | -80.3% |
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