+1,786.0%
AXON vs TDG
+540.0%
+1,245.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -11.0% | -2.7% | -8.3% | -9.9% |
| 30D | -24.7% | -9.3% | -15.5% | -21.1% |
| 3M | +7.0% | -7.1% | +14.0% | +10.7% |
| 6M | -9.6% | -11.2% | +1.5% | -4.9% |
| YTD | -15.7% | -15.3% | -0.4% | -9.4% |
| 1Y | -35.9% | -12.5% | -23.5% | -32.2% |
| 3Y | +123.0% | +51.2% | +71.8% | +74.9% |
| 5Y | +166.3% | +126.1% | +40.2% | +69.5% |
| All | +1,786.0% | +540.0% | +1,245.9% | +651.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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