+86.7%
AXON vs TAP
+1.8%
+84.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.3% |
| 7D | -25.6% | -8.0% | -17.6% | -25.2% |
| 30D | -23.9% | +4.1% | -28.0% | -23.8% |
| 3M | -50.4% | -4.4% | -46.1% | -50.2% |
| 6M | -20.0% | -1.9% | -18.1% | -19.7% |
| YTD | -44.5% | -12.1% | -32.4% | -44.3% |
| 1Y | -44.9% | -12.0% | -32.8% | -44.7% |
| 3Y | +44.7% | -25.0% | +69.8% | +48.0% |
| 5Y | +86.7% | -1.1% | +87.8% | +97.8% |
| All | +86.7% | +1.8% | +84.9% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling