+109.5%
AXON vs TPR
+255.9%
-146.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +7.1% | -16.9% | -12.0% |
| 7D | -12.7% | +13.9% | -26.5% | -16.4% |
| 30D | -8.6% | +14.9% | -23.5% | -12.9% |
| 3M | -37.2% | -15.4% | -21.9% | -34.7% |
| 6M | +0.5% | -4.5% | +5.0% | -0.8% |
| YTD | -32.6% | +6.0% | -38.6% | -36.4% |
| 1Y | -40.2% | +24.3% | -64.5% | -46.8% |
| 3Y | +76.1% | +412.8% | -336.7% | -14.5% |
| 5Y | +109.5% | +258.4% | -149.0% | +8.9% |
| All | +109.5% | +255.9% | -146.5% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling