+233.3%
AXON vs TPG
+71.4%
+162.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.8% | -0.3% |
| 7D | -11.0% | -11.8% | +0.8% | -5.4% |
| 30D | -24.7% | -6.3% | -18.5% | -22.3% |
| 3M | +7.0% | +13.6% | -6.6% | +0.5% |
| 6M | -9.6% | +13.8% | -23.5% | -15.7% |
| YTD | -15.7% | -23.7% | +8.0% | -5.3% |
| 1Y | -35.9% | -18.2% | -17.8% | -30.8% |
| 3Y | +123.0% | +80.1% | +42.9% | +51.5% |
| All | +233.3% | +71.4% | +162.0% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling