+10,031.0%
AXON vs TMF
-68.9%
+10,099.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.1% |
| 7D | -14.2% | -1.4% | -12.7% | -14.3% |
| 30D | -15.4% | -2.8% | -12.6% | -15.7% |
| 3M | +0.5% | -10.9% | +11.4% | -0.8% |
| 6M | -9.5% | -21.3% | +11.8% | -11.9% |
| YTD | -9.2% | -15.9% | +6.7% | -10.9% |
| 1Y | -29.4% | -15.7% | -13.6% | -30.6% |
| 3Y | +139.4% | -43.4% | +182.8% | +127.5% |
| 5Y | +178.9% | -87.8% | +266.7% | +112.6% |
| 10Y | +1,840.8% | -86.7% | +1,927.5% | +1,533.7% |
| All | +10,031.0% | -68.9% | +10,099.9% | +12,642.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling