+66,663.0%
AXON vs TDY
+3,970.2%
+62,692.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -19.7% | +9.4% | -29.2% | -23.6% |
| 30D | -25.7% | +5.9% | -31.7% | -28.2% |
| 3M | -48.8% | -5.7% | -43.1% | -47.7% |
| 6M | -22.0% | +2.4% | -24.4% | -23.6% |
| YTD | -45.9% | +26.8% | -72.7% | -52.6% |
| 1Y | -46.1% | +24.7% | -70.7% | -52.4% |
| 3Y | +40.9% | +69.2% | -28.3% | +6.4% |
| 5Y | +80.2% | +45.7% | +34.5% | +46.0% |
| 10Y | +1,029.9% | +444.2% | +585.7% | +395.3% |
| All | +66,663.0% | +3,970.2% | +62,692.8% | +17,829.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling