+6,606.2%
AXP vs TYL
+14,906.9%
-8,300.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | +0.4% | +15.1% | -14.7% | -1.4% |
| 30D | +7.0% | +30.1% | -23.0% | +3.4% |
| 3M | -6.6% | +40.4% | -47.0% | -10.8% |
| 6M | +3.5% | +31.3% | -27.8% | -0.6% |
| YTD | -11.2% | -5.2% | -6.0% | -11.4% |
| 1Y | -10.2% | -6.6% | -3.6% | -10.3% |
| 3Y | +120.0% | +3.4% | +116.7% | +116.1% |
| 5Y | +95.6% | -19.3% | +114.8% | +96.7% |
| 10Y | +468.1% | +178.1% | +290.0% | +393.0% |
| All | +6,606.2% | +14,906.9% | -8,300.7% | +3,433.2% |
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