+6,648.9%
AXON vs TCOM
+2,694.8%
+3,954.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | -14.2% | -9.5% | -4.6% | -12.1% |
| 30D | -15.4% | -10.7% | -4.7% | -13.1% |
| 3M | +0.5% | -14.6% | +15.1% | +4.0% |
| 6M | -9.5% | -19.3% | +9.8% | -5.1% |
| YTD | -9.2% | -42.9% | +33.7% | +2.8% |
| 1Y | -29.4% | -43.8% | +14.4% | -19.9% |
| 3Y | +139.4% | +2.1% | +137.3% | +123.3% |
| 5Y | +178.9% | +31.2% | +147.7% | +127.4% |
| 10Y | +1,840.8% | -13.9% | +1,854.7% | +1,539.2% |
| All | +6,648.9% | +2,694.8% | +3,954.1% | +2,314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling