+33.9%
AKAM vs TYL
-37.9%
+71.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.8% | +0.1% |
| 7D | -0.8% | -7.6% | +6.8% | -1.3% |
| 30D | -4.5% | +11.3% | -15.8% | -3.7% |
| 3M | -25.6% | +14.5% | -40.1% | -24.9% |
| 6M | +5.7% | -7.1% | +12.9% | +7.8% |
| YTD | +21.0% | -23.4% | +44.4% | +34.4% |
| 1Y | +33.9% | -38.6% | +72.4% | +61.5% |
| All | +33.9% | -37.9% | +71.8% | +61.5% |
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