+44.3%
AXON vs TCOM
+30.2%
+14.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.3% | -19.5% | -18.3% |
| 7D | -26.8% | +12.1% | -38.9% | -27.8% |
| 30D | -22.9% | +16.5% | -39.4% | -24.3% |
| 3M | -40.1% | -4.0% | -36.0% | -39.9% |
| 6M | -18.9% | -18.5% | -0.4% | -17.5% |
| YTD | -44.9% | -38.3% | -6.6% | -42.8% |
| 1Y | -46.7% | -36.6% | -10.1% | -44.8% |
| 3Y | +44.3% | +31.1% | +13.2% | +47.8% |
| All | +44.3% | +30.2% | +14.1% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling