+77.2%
AXON vs TRU
-26.8%
+104.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.1% | -16.1% | -17.3% |
| 7D | -26.8% | +5.7% | -32.5% | -28.4% |
| 30D | -22.9% | +29.2% | -52.1% | -31.1% |
| 3M | -40.1% | +2.7% | -42.7% | -41.0% |
| 6M | -18.9% | +15.2% | -34.1% | -23.6% |
| YTD | -44.9% | -4.9% | -40.0% | -44.5% |
| 1Y | -46.7% | +3.4% | -50.1% | -48.0% |
| 3Y | +44.3% | +63.2% | -18.9% | +9.4% |
| All | +77.2% | -26.8% | +104.0% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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