+1,046.6%
AXON vs TAP
-46.0%
+1,092.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.2% |
| 7D | +0.8% | +1.3% | -0.5% | +0.6% |
| 30D | -22.8% | +5.7% | -28.5% | -23.3% |
| 3M | -48.8% | -1.9% | -46.9% | -48.6% |
| 6M | -16.3% | +0.9% | -17.2% | -16.5% |
| YTD | -44.5% | -9.5% | -35.0% | -44.0% |
| 1Y | -43.4% | -9.0% | -34.4% | -43.1% |
| 3Y | +44.3% | -22.2% | +66.5% | +48.0% |
| 5Y | +85.1% | +1.2% | +83.9% | +78.3% |
| All | +1,046.6% | -46.0% | +1,092.6% | +1,021.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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