+32.3%
AKAM vs TYL
+183.3%
-151.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +11.2% | -1.6% | +12.8% | +11.7% |
| 30D | -13.4% | +22.1% | -35.5% | -18.9% |
| 3M | -29.5% | +33.4% | -62.9% | -36.3% |
| 6M | -42.1% | +36.8% | -78.9% | -49.0% |
| YTD | -0.8% | -6.7% | +5.9% | -0.5% |
| 1Y | -3.9% | -9.2% | +5.3% | -2.6% |
| 3Y | -21.9% | +1.2% | -23.0% | -25.6% |
| 5Y | -22.4% | -23.0% | +0.6% | -19.6% |
| All | +32.3% | +183.3% | -151.0% | -27.3% |
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