+377.1%
AXON vs TXG
+9.4%
+367.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.1% | -1.6% |
| 7D | -19.7% | +1.8% | -21.5% | -20.3% |
| 30D | -25.7% | -17.7% | -8.0% | -23.2% |
| 3M | -48.8% | +2.3% | -51.1% | -50.5% |
| 6M | -22.0% | +182.5% | -204.5% | -41.1% |
| YTD | -45.9% | +262.4% | -308.3% | -61.8% |
| 1Y | -46.1% | +254.1% | -300.2% | -61.9% |
| 3Y | +40.9% | +66.6% | -25.7% | +8.1% |
| 5Y | +80.2% | -64.5% | +144.8% | +96.3% |
| All | +377.1% | +9.4% | +367.7% | +274.9% |
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