+53.4%
T vs AXON
+71.5%
-18.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -18.2% | +17.3% | -0.9% |
| 7D | +1.0% | -26.8% | +27.9% | +0.9% |
| 30D | -10.6% | -22.9% | +12.3% | -10.7% |
| 3M | -7.7% | -40.1% | +32.3% | -7.9% |
| 6M | -13.3% | -18.9% | +5.6% | -13.5% |
| YTD | -8.8% | -44.9% | +36.1% | -8.7% |
| 1Y | -8.4% | -46.7% | +38.3% | -8.3% |
| 3Y | +59.6% | +44.3% | +15.3% | +52.0% |
| All | +53.4% | +71.5% | -18.1% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 5y: compounded portfolio wealth divided by compounded AXON 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…
5y analysis · Full analysis span regression · 6 months rolling