-23.0%
AKAM vs TYL
+1.3%
-24.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | +2.8% | +0.8% | +1.9% | +2.7% |
| 30D | -6.9% | +21.1% | -28.0% | -8.2% |
| 3M | -31.8% | +28.9% | -60.8% | -33.3% |
| 6M | -47.0% | +42.0% | -89.0% | -49.1% |
| YTD | -2.1% | -6.6% | +4.5% | +4.7% |
| 1Y | -3.7% | -9.1% | +5.4% | +3.8% |
| 3Y | -23.0% | +1.8% | -24.9% | -16.6% |
| All | -23.0% | +1.3% | -24.4% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling