-50.0%
TE vs AXON
+597.8%
-647.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.3% |
| 7D | +15.0% | -3.3% | +18.3% | +15.8% |
| 30D | -7.5% | -17.8% | +10.3% | -3.2% |
| 3M | -42.0% | +8.3% | -50.2% | -43.7% |
| 6M | -31.4% | -12.4% | -19.1% | -30.6% |
| YTD | -26.5% | -13.7% | -12.8% | -25.9% |
| 1Y | +153.1% | -33.1% | +186.2% | +165.7% |
| 3Y | -20.7% | +128.2% | -148.9% | -40.6% |
| 5Y | -45.4% | +170.5% | -215.9% | -64.0% |
| All | -50.0% | +597.8% | -647.8% | -67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling