+38.8%
AXON vs TYL
+1.8%
+37.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -27.4% | +4.3% | -31.7% | -28.7% |
| 30D | -28.5% | +28.0% | -56.4% | -36.7% |
| 3M | -49.3% | +32.3% | -81.6% | -56.0% |
| 6M | -25.0% | +29.9% | -54.9% | -34.8% |
| YTD | -46.7% | -7.1% | -39.6% | -46.1% |
| 1Y | -48.3% | -9.2% | -39.0% | -47.1% |
| 3Y | +38.8% | +0.7% | +38.1% | +41.1% |
| All | +38.8% | +1.8% | +37.0% | +41.1% |
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 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