+1,046.6%
AXON vs TDY
+434.3%
+612.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.1% |
| 7D | +0.8% | +4.1% | -3.3% | -1.7% |
| 30D | -22.8% | +5.7% | -28.5% | -25.8% |
| 3M | -48.8% | -4.4% | -44.3% | -47.8% |
| 6M | -16.3% | +1.2% | -17.5% | -17.9% |
| YTD | -44.5% | +26.0% | -70.5% | -53.0% |
| 1Y | -43.4% | +27.4% | -70.8% | -52.4% |
| 3Y | +44.3% | +67.5% | -23.3% | +0.4% |
| 5Y | +85.1% | +44.9% | +40.2% | +40.1% |
| All | +1,046.6% | +434.3% | +612.3% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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