+71.9%
AXON vs TXG
-62.8%
+134.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +9.7% | -12.9% | -5.1% |
| 7D | -28.7% | +5.5% | -34.3% | -29.7% |
| 30D | -28.3% | -19.3% | -9.0% | -25.8% |
| 3M | -46.9% | +25.0% | -71.9% | -50.7% |
| 6M | -24.9% | +201.2% | -226.0% | -42.5% |
| YTD | -46.6% | +298.8% | -345.5% | -61.7% |
| 1Y | -49.7% | +326.6% | -376.2% | -64.7% |
| 3Y | +40.6% | +78.3% | -37.8% | +10.1% |
| 5Y | +71.9% | -61.3% | +133.2% | +89.4% |
| All | +71.9% | -62.8% | +134.6% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling