+88.4%
AXON vs TNA
-46.7%
+135.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | +0.8% | +3.7% | -2.9% | -0.6% |
| 30D | -22.8% | +4.4% | -27.2% | -24.1% |
| 3M | -48.8% | -26.7% | -22.1% | -44.0% |
| 6M | -16.3% | -12.8% | -3.5% | -13.7% |
| YTD | -44.5% | +22.7% | -67.1% | -49.0% |
| 1Y | -43.4% | +35.7% | -79.1% | -49.7% |
| 3Y | +44.3% | +134.6% | -90.3% | -5.8% |
| All | +88.4% | -46.7% | +135.1% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling