+170.5%
AXON vs TDG
+131.7%
+38.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.2% |
| 7D | -3.3% | -2.4% | -0.9% | -2.2% |
| 30D | -17.8% | -8.0% | -9.8% | -14.3% |
| 3M | +8.3% | -10.5% | +18.7% | +14.1% |
| 6M | -12.4% | -11.9% | -0.4% | -7.3% |
| YTD | -13.7% | -15.4% | +1.6% | -7.2% |
| 1Y | -33.1% | -14.2% | -18.9% | -28.4% |
| 3Y | +128.2% | +51.0% | +77.2% | +68.8% |
| 5Y | +170.5% | +126.5% | +44.0% | +52.3% |
| All | +170.5% | +131.7% | +38.8% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling