-44.9%
AXON vs TMF
-26.6%
-18.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -25.6% | -3.4% | -22.3% | -24.6% |
| 30D | -23.9% | +11.5% | -35.4% | -27.5% |
| 3M | -50.4% | -4.5% | -45.9% | -49.6% |
| 6M | -20.0% | -15.0% | -5.0% | -16.6% |
| YTD | -44.5% | -19.9% | -24.6% | -41.2% |
| 1Y | -44.9% | -26.6% | -18.3% | -40.2% |
| All | -44.9% | -26.6% | -18.3% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling