+7.1%
AXON vs TEM
+90.1%
-83.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +8.0% | -26.2% | -19.5% |
| 7D | -26.8% | +5.3% | -32.1% | -27.7% |
| 30D | -22.9% | +8.1% | -31.0% | -24.3% |
| 3M | -40.1% | +64.9% | -105.0% | -46.5% |
| 6M | -18.9% | +42.1% | -61.0% | -26.2% |
| YTD | -44.9% | +28.8% | -73.7% | -49.4% |
| 1Y | -46.7% | +5.5% | -52.2% | -49.6% |
| All | +7.1% | +90.1% | -83.1% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling