+76.4%
AXON vs TEM
+61.6%
+14.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -14.2% | +0.9% | -15.1% | -14.3% |
| 30D | -15.4% | +38.4% | -53.8% | -20.7% |
| 3M | +0.5% | +23.7% | -23.2% | -4.4% |
| 6M | -9.5% | +26.0% | -35.5% | -14.6% |
| YTD | -9.2% | +9.4% | -18.6% | -12.7% |
| 1Y | -29.4% | -17.3% | -12.1% | -29.4% |
| All | +76.4% | +61.6% | +14.8% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling