+1,304.8%
AXON vs TPR
+383.4%
+921.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.0% | -17.2% | -17.9% |
| 7D | -26.8% | +14.2% | -41.0% | -29.9% |
| 30D | -22.9% | +17.1% | -40.0% | -26.7% |
| 3M | -40.1% | -17.7% | -22.4% | -37.2% |
| 6M | -18.9% | -10.2% | -8.7% | -18.1% |
| YTD | -44.9% | +4.9% | -49.8% | -47.3% |
| 1Y | -46.7% | +36.1% | -82.8% | -53.2% |
| 3Y | +44.3% | +416.5% | -372.1% | -20.1% |
| 5Y | +71.4% | +254.8% | -183.4% | +3.8% |
| All | +1,304.8% | +383.4% | +921.5% | +595.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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