+1,180.9%
AXON vs TYL
+174.6%
+1,006.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -2.8% |
| 7D | -28.7% | +3.5% | -32.3% | -30.1% |
| 30D | -28.3% | +26.9% | -55.2% | -38.2% |
| 3M | -46.9% | +33.8% | -80.7% | -55.9% |
| 6M | -24.9% | +28.8% | -53.7% | -36.7% |
| YTD | -46.6% | -7.9% | -38.7% | -45.4% |
| 1Y | -49.7% | -9.8% | -39.9% | -47.9% |
| 3Y | +40.6% | +1.2% | +39.4% | +31.0% |
| 5Y | +71.9% | -22.8% | +94.7% | +87.4% |
| 10Y | +1,180.9% | +168.8% | +1,012.1% | +624.6% |
| All | +1,180.9% | +174.6% | +1,006.3% | +624.6% |
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 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