+67,943.5%
AXON vs TXT
+265.3%
+67,678.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.0% | -16.2% | -17.4% |
| 7D | -26.8% | -2.5% | -24.3% | -25.9% |
| 30D | -22.9% | +14.4% | -37.3% | -27.0% |
| 3M | -40.1% | -4.9% | -35.2% | -38.9% |
| 6M | -18.9% | -10.2% | -8.7% | -15.9% |
| YTD | -44.9% | -4.1% | -40.8% | -44.6% |
| 1Y | -46.7% | +4.0% | -50.7% | -48.1% |
| 3Y | +44.3% | +8.0% | +36.4% | +35.4% |
| 5Y | +71.4% | +8.4% | +62.9% | +59.8% |
| 10Y | +1,324.0% | +116.6% | +1,207.4% | +832.3% |
| All | +67,943.5% | +265.3% | +67,678.1% | +34,363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling