+76.4%
AXON vs TPR
+412.6%
-336.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +7.1% | -16.9% | -11.2% |
| 7D | -12.7% | +13.9% | -26.5% | -15.2% |
| 30D | -8.6% | +14.9% | -23.5% | -11.5% |
| 3M | -37.2% | -15.4% | -21.9% | -35.5% |
| 6M | +0.5% | -4.5% | +5.0% | -0.5% |
| YTD | -32.6% | +6.0% | -38.6% | -35.4% |
| 1Y | -40.2% | +24.3% | -64.5% | -45.1% |
| All | +76.4% | +412.6% | -336.2% | +36.9% |
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