-29.4%
AXON vs TYL
-34.2%
+4.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -2.2% |
| 7D | -14.2% | -3.7% | -10.5% | -12.5% |
| 30D | -15.4% | +18.7% | -34.1% | -22.2% |
| 3M | +0.5% | +18.1% | -17.7% | -8.1% |
| 6M | -9.5% | -1.1% | -8.4% | -11.3% |
| YTD | -9.2% | -19.8% | +10.6% | -4.8% |
| 1Y | -29.4% | -34.3% | +4.9% | -22.7% |
| All | -29.4% | -34.2% | +4.8% | -22.7% |
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