+370.0%
AXON vs TXG
+16.5%
+353.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.5% |
| 7D | -27.4% | -3.7% | -23.7% | -26.9% |
| 30D | -28.5% | -22.0% | -6.5% | -25.2% |
| 3M | -49.3% | +7.4% | -56.7% | -51.5% |
| 6M | -25.0% | +191.2% | -216.2% | -43.7% |
| YTD | -46.7% | +285.7% | -332.4% | -62.9% |
| 1Y | -48.3% | +268.3% | -316.5% | -63.8% |
| 3Y | +38.8% | +77.3% | -38.5% | +5.1% |
| 5Y | +77.7% | -62.3% | +140.0% | +91.1% |
| All | +370.0% | +16.5% | +353.5% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling