+1,854.5%
AXON vs TCOM
-9.7%
+1,864.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -2.5% | -7.6% | +5.1% | -0.9% |
| 30D | -11.5% | -12.2% | +0.7% | -9.0% |
| 3M | +7.3% | -14.2% | +21.5% | +10.6% |
| 6M | -11.9% | -25.0% | +13.1% | -6.6% |
| YTD | -11.0% | -43.7% | +32.7% | -0.2% |
| 1Y | -31.8% | -44.5% | +12.8% | -23.3% |
| 3Y | +135.4% | +13.4% | +122.0% | +113.7% |
| 5Y | +176.9% | +26.5% | +150.4% | +127.9% |
| 10Y | +1,854.5% | -10.3% | +1,864.8% | +1,573.4% |
| All | +1,854.5% | -9.7% | +1,864.2% | +1,573.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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