+76.4%
AXON vs TMF
-25.2%
+101.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.6% | -10.4% | -9.9% |
| 7D | -12.7% | +2.7% | -15.4% | -12.9% |
| 30D | -8.6% | +19.3% | -27.9% | -10.2% |
| 3M | -37.2% | -3.7% | -33.6% | -37.1% |
| 6M | +0.5% | -11.3% | +11.8% | +1.1% |
| YTD | -32.6% | -16.6% | -16.0% | -32.1% |
| 1Y | -40.2% | -21.1% | -19.1% | -39.6% |
| All | +76.4% | -25.2% | +101.6% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling