+40.5%
AXON vs TNA
+141.1%
-100.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.4% |
| 7D | -19.7% | +7.7% | -27.4% | -21.5% |
| 30D | -25.7% | -0.7% | -25.0% | -25.8% |
| 3M | -48.8% | -25.4% | -23.4% | -45.1% |
| 6M | -22.0% | -11.8% | -10.2% | -19.9% |
| YTD | -45.9% | +23.9% | -69.9% | -49.4% |
| 1Y | -46.1% | +25.6% | -71.7% | -49.8% |
| All | +40.5% | +141.1% | -100.6% | +12.9% |
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