+76.4%
AXON vs TYL
+5.0%
+71.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.7% | -11.5% | -10.6% |
| 7D | -12.7% | +15.1% | -27.8% | -18.7% |
| 30D | -8.6% | +30.1% | -38.7% | -20.1% |
| 3M | -37.2% | +40.4% | -77.6% | -47.2% |
| 6M | +0.5% | +31.3% | -30.8% | -13.3% |
| YTD | -32.6% | -5.2% | -27.4% | -32.6% |
| 1Y | -40.2% | -6.6% | -33.6% | -39.8% |
| All | +76.4% | +5.0% | +71.4% | +74.3% |
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