+794.6%
AXON vs TRU
+247.6%
+547.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -27.4% | +4.6% | -31.9% | -28.8% |
| 30D | -28.5% | +25.4% | -53.9% | -35.9% |
| 3M | -49.3% | +4.0% | -53.2% | -50.4% |
| 6M | -25.0% | +14.5% | -39.5% | -29.9% |
| YTD | -46.7% | -3.7% | -43.0% | -46.5% |
| 1Y | -48.3% | +2.8% | -51.0% | -49.6% |
| 3Y | +38.8% | +58.5% | -19.7% | +3.4% |
| 5Y | +77.7% | -25.0% | +102.7% | +86.0% |
| 10Y | +1,028.0% | +186.0% | +842.0% | +579.8% |
| All | +794.6% | +247.6% | +547.0% | +394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling