+1,304.8%
AXON vs TYL
+168.7%
+1,136.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.3% | -15.9% | -16.8% |
| 7D | -26.8% | +6.7% | -33.5% | -29.6% |
| 30D | -22.9% | +26.5% | -49.5% | -33.5% |
| 3M | -40.1% | +37.3% | -77.4% | -51.0% |
| 6M | -18.9% | +31.2% | -50.0% | -32.2% |
| YTD | -44.9% | -7.4% | -37.5% | -43.8% |
| 1Y | -46.7% | -9.6% | -37.1% | -44.9% |
| 3Y | +44.3% | +1.9% | +42.4% | +33.9% |
| 5Y | +71.4% | -21.1% | +92.5% | +84.2% |
| All | +1,304.8% | +168.7% | +1,136.2% | +687.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling