+1,874.2%
AXON vs TXT
+97.6%
+1,776.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -14.2% | -4.8% | -9.4% | -12.2% |
| 30D | -15.4% | -10.6% | -4.8% | -11.1% |
| 3M | +0.5% | -13.2% | +13.7% | +6.5% |
| 6M | -9.5% | -20.3% | +10.8% | -0.9% |
| YTD | -9.2% | -9.3% | +0.1% | -6.5% |
| 1Y | -29.4% | -2.7% | -26.7% | -29.6% |
| 3Y | +139.4% | +1.4% | +138.0% | +128.0% |
| 5Y | +178.9% | +9.6% | +169.4% | +153.6% |
| All | +1,874.2% | +97.6% | +1,776.6% | +1,164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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