+19.4%
AKAM vs TYL
-10.1%
+29.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | 0.0% |
| 7D | -12.4% | +17.3% | -29.7% | -10.5% |
| 30D | -20.4% | +28.9% | -49.3% | -17.6% |
| 3M | -30.3% | +35.1% | -65.4% | -27.4% |
| 6M | -18.8% | +29.3% | -48.1% | -15.2% |
| YTD | -1.5% | -6.8% | +5.3% | +13.1% |
| 1Y | +19.4% | -9.9% | +29.3% | +38.3% |
| All | +19.4% | -10.1% | +29.5% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling