+317.3%
AXON vs TENB
+26.2%
+291.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +1.2% |
| 7D | -27.4% | -10.8% | -16.6% | -24.1% |
| 30D | -28.5% | +0.9% | -29.3% | -28.7% |
| 3M | -49.3% | +14.3% | -63.6% | -52.5% |
| 6M | -25.0% | +92.2% | -117.2% | -42.2% |
| YTD | -46.7% | +78.3% | -125.1% | -58.1% |
| 1Y | -48.3% | +49.5% | -97.8% | -56.8% |
| 3Y | +38.8% | +12.2% | +26.7% | +24.5% |
| 5Y | +77.7% | -22.4% | +100.1% | +71.1% |
| All | +317.3% | +26.2% | +291.1% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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