+857.1%
TXN vs AKAM
-2.6%
+859.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.3% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | -8.0% | -8.2% | +0.2% | -6.2% |
| 3M | -7.8% | -17.6% | +9.8% | -4.0% |
| 6M | +32.4% | +2.5% | +29.9% | +28.1% |
| YTD | +51.7% | +22.8% | +28.9% | +39.2% |
| 1Y | +44.3% | +39.6% | +4.7% | +27.8% |
| 3Y | +71.3% | +2.3% | +68.9% | +60.4% |
| 5Y | +56.4% | -4.3% | +60.7% | +47.8% |
| 10Y | +410.2% | +104.1% | +306.2% | +293.0% |
| All | +857.1% | -2.6% | +859.7% | +389.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling