+97.4%
AKAM vs TYL
+106.7%
-9.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.8% | +1.8% |
| 7D | -0.8% | -7.6% | +6.8% | +1.7% |
| 30D | -4.5% | +11.3% | -15.8% | -8.0% |
| 3M | -25.6% | +14.5% | -40.1% | -29.8% |
| 6M | +5.7% | -7.1% | +12.9% | +6.4% |
| YTD | +21.0% | -23.4% | +44.4% | +30.0% |
| 1Y | +33.9% | -38.6% | +72.4% | +57.0% |
| 3Y | +0.9% | -11.3% | +12.2% | -0.3% |
| 5Y | -6.9% | -28.0% | +21.1% | -2.6% |
| 10Y | +97.4% | +104.9% | -7.5% | +25.3% |
| All | +97.4% | +106.7% | -9.3% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling