+182.5%
AXON vs TCOM
+28.0%
+154.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | -14.2% | -9.5% | -4.6% | -12.7% |
| 30D | -15.4% | -10.7% | -4.7% | -13.8% |
| 3M | +0.5% | -14.6% | +15.1% | +3.0% |
| 6M | -9.5% | -19.3% | +9.8% | -6.4% |
| YTD | -9.2% | -42.9% | +33.7% | -0.9% |
| 1Y | -29.4% | -43.8% | +14.4% | -22.8% |
| 3Y | +139.4% | +2.1% | +137.3% | +126.3% |
| All | +182.5% | +28.0% | +154.5% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling