+1,046.6%
AXON vs THC
+1,813.2%
-766.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +0.8% | +1.0% | -0.2% | +0.6% |
| 30D | -22.8% | +5.3% | -28.1% | -23.6% |
| 3M | -48.8% | +7.1% | -55.9% | -49.5% |
| 6M | -16.3% | +46.0% | -62.3% | -22.9% |
| YTD | -44.5% | +43.9% | -88.4% | -49.1% |
| 1Y | -43.4% | +45.4% | -88.8% | -48.4% |
| 3Y | +44.3% | +421.3% | -377.0% | -3.2% |
| 5Y | +85.1% | +261.5% | -176.4% | +29.4% |
| All | +1,046.6% | +1,813.2% | -766.6% | +441.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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