+117.0%
AXP vs TYL
-25.2%
+142.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.1% |
| 7D | -2.1% | -3.7% | +1.6% | -1.0% |
| 30D | -6.5% | +18.7% | -25.3% | -11.6% |
| 3M | +4.6% | +18.1% | -13.5% | -1.5% |
| 6M | +5.4% | -1.1% | +6.5% | +4.7% |
| YTD | -11.1% | -19.8% | +8.7% | -5.5% |
| 1Y | -0.3% | -34.3% | +34.0% | +13.8% |
| 3Y | +111.6% | -8.2% | +119.8% | +107.8% |
| All | +117.0% | -25.2% | +142.2% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling