+135.4%
AXON vs TNA
+117.1%
+18.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -2.5% | +4.1% | -6.6% | -3.5% |
| 30D | -11.5% | -7.6% | -3.9% | -9.7% |
| 3M | +7.3% | +8.1% | -0.8% | +5.2% |
| 6M | -11.9% | +49.0% | -61.0% | -21.2% |
| YTD | -11.0% | +51.7% | -62.7% | -20.9% |
| 1Y | -31.8% | +59.6% | -91.4% | -40.6% |
| 3Y | +135.4% | +118.9% | +16.5% | +83.2% |
| All | +135.4% | +117.1% | +18.3% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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