+44.3%
AXON vs TPR
+407.4%
-363.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.0% | -17.2% | -18.0% |
| 7D | -26.8% | +14.2% | -41.0% | -29.0% |
| 30D | -22.9% | +17.1% | -40.0% | -25.6% |
| 3M | -40.1% | -17.7% | -22.4% | -38.0% |
| 6M | -18.9% | -10.2% | -8.7% | -18.3% |
| YTD | -44.9% | +4.9% | -49.8% | -47.0% |
| 1Y | -46.7% | +36.1% | -82.8% | -52.4% |
| 3Y | +44.3% | +416.5% | -372.1% | +12.3% |
| All | +44.3% | +407.4% | -363.1% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling