+455.5%
AXP vs TYL
+174.9%
+280.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.8% |
| 7D | +0.4% | +15.1% | -14.7% | -4.3% |
| 30D | +7.0% | +30.1% | -23.0% | -2.2% |
| 3M | -6.6% | +40.4% | -47.0% | -17.2% |
| 6M | +3.5% | +31.3% | -27.8% | -7.1% |
| YTD | -11.2% | -5.2% | -6.0% | -11.4% |
| 1Y | -10.2% | -6.6% | -3.6% | -9.9% |
| 3Y | +120.0% | +3.4% | +116.7% | +107.8% |
| 5Y | +95.6% | -19.3% | +114.8% | +96.2% |
| All | +455.5% | +174.9% | +280.6% | +258.3% |
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 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