-7.8%
AKAM vs TYL
-8.8%
+1.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.5% |
| 7D | -7.4% | +3.5% | -10.9% | -6.9% |
| 30D | -24.9% | +26.9% | -51.8% | -22.5% |
| 3M | -27.4% | +33.8% | -61.2% | -24.4% |
| 6M | -45.6% | +28.8% | -74.5% | -43.4% |
| YTD | -8.0% | -7.9% | -0.1% | +5.6% |
| All | -7.8% | -8.8% | +1.0% | +6.5% |
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