+1,060.5%
AXON vs TXT
+98.8%
+961.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | -25.6% | -0.8% | -24.8% | -25.3% |
| 30D | -23.9% | +13.4% | -37.3% | -28.0% |
| 3M | -50.4% | -2.5% | -47.9% | -50.0% |
| 6M | -20.0% | -6.2% | -13.8% | -18.4% |
| YTD | -44.5% | -1.3% | -43.1% | -45.0% |
| 1Y | -44.9% | +4.3% | -49.2% | -46.7% |
| 3Y | +44.7% | +13.2% | +31.5% | +31.1% |
| 5Y | +86.7% | +12.4% | +74.3% | +67.7% |
| 10Y | +1,060.5% | +94.8% | +965.7% | +686.3% |
| All | +1,060.5% | +98.8% | +961.7% | +686.3% |
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