-6.6%
AKAM vs TYL
-25.2%
+18.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.2% |
| 7D | -2.1% | -3.7% | +1.6% | -1.2% |
| 30D | -13.9% | +18.7% | -32.7% | -17.7% |
| 3M | -33.8% | +18.1% | -51.9% | -37.2% |
| 6M | +2.2% | -1.1% | +3.3% | +1.6% |
| YTD | +20.6% | -19.8% | +40.4% | +28.4% |
| 1Y | +36.3% | -34.3% | +70.6% | +56.3% |
| 3Y | -0.1% | -8.2% | +8.1% | -0.7% |
| All | -6.6% | -25.2% | +18.5% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling