+1,304.8%
AXON vs TXT
+112.2%
+1,192.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.0% | -16.2% | -17.3% |
| 7D | -26.8% | -2.5% | -24.3% | -25.9% |
| 30D | -22.9% | +14.4% | -37.3% | -27.4% |
| 3M | -40.1% | -4.9% | -35.2% | -38.8% |
| 6M | -18.9% | -10.2% | -8.7% | -15.6% |
| YTD | -44.9% | -4.1% | -40.8% | -44.7% |
| 1Y | -46.7% | +4.0% | -50.7% | -48.4% |
| 3Y | +44.3% | +8.0% | +36.4% | +33.5% |
| 5Y | +71.4% | +8.4% | +62.9% | +56.3% |
| All | +1,304.8% | +112.2% | +1,192.7% | +702.0% |
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