+1,180.9%
AXON vs TXT
+115.3%
+1,065.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.4% | -4.1% |
| 7D | -28.7% | -3.5% | -25.2% | -27.5% |
| 30D | -28.3% | +15.2% | -43.5% | -32.7% |
| 3M | -46.9% | -4.5% | -42.4% | -46.0% |
| 6M | -24.9% | -6.1% | -18.8% | -23.4% |
| YTD | -46.6% | -2.0% | -44.7% | -47.0% |
| 1Y | -49.7% | +4.2% | -53.9% | -51.3% |
| 3Y | +40.6% | +14.4% | +26.2% | +26.6% |
| 5Y | +71.9% | +12.3% | +59.5% | +54.3% |
| 10Y | +1,180.9% | +101.8% | +1,079.0% | +637.4% |
| All | +1,180.9% | +115.3% | +1,065.5% | +637.4% |
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