+20.7%
AKAM vs TYL
+174.6%
-153.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -7.4% | +3.5% | -10.9% | -8.5% |
| 30D | -24.9% | +26.9% | -51.8% | -30.7% |
| 3M | -27.4% | +33.8% | -61.2% | -34.5% |
| 6M | -45.6% | +28.8% | -74.5% | -51.1% |
| YTD | -8.0% | -7.9% | -0.1% | -7.4% |
| 1Y | -4.1% | -9.8% | +5.6% | -2.7% |
| 3Y | -26.9% | +1.2% | -28.1% | -30.5% |
| 5Y | -26.6% | -22.8% | -3.7% | -24.2% |
| 10Y | +20.7% | +168.8% | -148.1% | -31.0% |
| All | +20.7% | +174.6% | -153.9% | -31.0% |
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