+1,846.0%
AXON vs TECK
+372.8%
+1,473.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.6% |
| 7D | -3.3% | +4.9% | -8.2% | -4.4% |
| 30D | -17.8% | +5.2% | -23.0% | -18.8% |
| 3M | +8.3% | +13.8% | -5.5% | +4.6% |
| 6M | -12.4% | +38.5% | -50.8% | -19.5% |
| YTD | -13.7% | +47.3% | -61.1% | -22.2% |
| 1Y | -33.1% | +81.0% | -114.1% | -42.7% |
| 3Y | +128.2% | +79.9% | +48.4% | +88.4% |
| 5Y | +170.5% | +207.9% | -37.4% | +85.3% |
| 10Y | +1,846.0% | +389.5% | +1,456.5% | +925.1% |
| All | +1,846.0% | +372.8% | +1,473.2% | +925.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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