+45.1%
AXON vs TXG
+55.3%
-10.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.1% | -20.3% | -18.5% |
| 7D | -26.8% | -15.4% | -11.4% | -25.1% |
| 30D | -22.9% | -22.1% | -0.8% | -20.4% |
| 3M | -40.1% | +30.0% | -70.1% | -43.7% |
| 6M | -18.9% | +160.7% | -179.6% | -31.7% |
| YTD | -44.9% | +263.5% | -308.3% | -55.7% |
| 1Y | -46.7% | +356.0% | -402.7% | -58.5% |
| All | +45.1% | +55.3% | -10.2% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling