-83.8%
TTD vs AKAM
-0.2%
-83.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | +1.6% | -4.5% | +6.1% | +2.6% |
| 3M | -27.8% | -25.6% | -2.3% | -22.0% |
| 6M | -52.1% | +5.7% | -57.8% | -55.4% |
| YTD | -63.1% | +21.0% | -84.1% | -68.4% |
| 1Y | -73.1% | +33.9% | -106.9% | -78.3% |
| All | -83.8% | -0.2% | -83.6% | -88.1% |
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