-23.4%
AKAM vs TYL
+2.6%
-26.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.3% | +9.0% | +6.9% |
| 7D | -10.4% | +6.7% | -17.0% | -10.8% |
| 30D | -20.6% | +26.5% | -47.1% | -22.0% |
| 3M | -29.9% | +37.3% | -67.2% | -31.9% |
| 6M | -31.9% | +31.2% | -63.0% | -33.9% |
| YTD | -4.8% | -7.4% | +2.6% | +1.9% |
| 1Y | +13.8% | -9.6% | +23.4% | +22.7% |
| 3Y | -23.4% | +1.9% | -25.3% | -17.1% |
| All | -23.4% | +2.6% | -26.0% | -17.1% |
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