+1,786.0%
AXON vs TDY
+472.2%
+1,313.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -11.0% | -1.9% | -9.1% | -10.0% |
| 30D | -24.7% | -12.5% | -12.2% | -18.5% |
| 3M | +7.0% | -0.8% | +7.8% | +7.2% |
| 6M | -9.6% | -9.0% | -0.7% | -5.1% |
| YTD | -15.7% | +16.8% | -32.5% | -24.8% |
| 1Y | -35.9% | +9.5% | -45.4% | -40.7% |
| 3Y | +123.0% | +45.4% | +77.6% | +70.2% |
| 5Y | +166.3% | +37.8% | +128.5% | +108.5% |
| All | +1,786.0% | +472.2% | +1,313.7% | +449.7% |
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