+6,610.0%
AXP vs TYL
+12,593.6%
-5,983.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.6% |
| 7D | -2.1% | -3.7% | +1.6% | -1.7% |
| 30D | -6.5% | +18.7% | -25.3% | -8.6% |
| 3M | +4.6% | +18.1% | -13.5% | +2.1% |
| 6M | +5.4% | -1.1% | +6.5% | +5.0% |
| YTD | -11.1% | -19.8% | +8.7% | -9.3% |
| 1Y | -0.3% | -34.3% | +34.0% | +4.2% |
| 3Y | +111.6% | -8.2% | +119.8% | +111.2% |
| 5Y | +117.6% | -25.4% | +143.0% | +121.5% |
| 10Y | +474.1% | +115.6% | +358.5% | +414.5% |
| All | +6,610.0% | +12,593.6% | -5,983.6% | +3,517.7% |
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