+92,113.0%
AXON vs TYL
+16,496.1%
+75,617.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | -0.1% |
| 7D | +0.2% | +17.3% | -17.0% | -6.3% |
| 30D | +3.0% | +28.9% | -25.9% | -7.6% |
| 3M | -30.1% | +35.1% | -65.2% | -38.6% |
| 6M | +7.7% | +29.3% | -21.6% | -3.9% |
| YTD | -25.3% | -6.8% | -18.5% | -24.5% |
| 1Y | -39.9% | -9.9% | -30.0% | -38.5% |
| 3Y | +95.2% | +1.7% | +93.6% | +88.5% |
| 5Y | +129.9% | -21.6% | +151.4% | +144.1% |
| 10Y | +1,829.8% | +173.5% | +1,656.4% | +1,212.1% |
| All | +92,113.0% | +16,496.1% | +75,617.0% | +26,361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling