+76.5%
TXN vs AKAM
+0.9%
+75.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | +1.5% | +2.5% | +3.6% |
| 30D | -2.9% | -13.0% | +10.2% | -0.3% |
| 3M | -9.1% | -19.4% | +10.3% | -5.7% |
| 6M | +36.6% | +0.3% | +36.3% | +33.8% |
| YTD | +57.5% | +22.4% | +35.1% | +44.2% |
| 1Y | +49.5% | +34.8% | +14.7% | +32.5% |
| 3Y | +76.5% | +1.9% | +74.6% | +48.4% |
| All | +76.5% | +0.9% | +75.7% | +48.4% |
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