+7.9%
AXON vs TEM
+98.6%
-90.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.6% | +4.5% |
| 7D | -25.6% | +5.1% | -30.7% | -26.6% |
| 30D | -23.9% | +16.8% | -40.7% | -26.4% |
| 3M | -50.4% | +42.6% | -93.1% | -54.7% |
| 6M | -20.0% | +63.9% | -83.9% | -28.9% |
| YTD | -44.5% | +34.5% | -79.0% | -49.5% |
| 1Y | -44.9% | +11.0% | -55.9% | -48.4% |
| All | +7.9% | +98.6% | -90.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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