-78.9%
TE vs AXON
+330.8%
-409.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.6% |
| 7D | -26.9% | -27.4% | +0.5% | -21.4% |
| 30D | -38.9% | -28.5% | -10.5% | -34.1% |
| 3M | -61.0% | -49.3% | -11.8% | -54.6% |
| 6M | -66.4% | -25.0% | -41.4% | -64.5% |
| YTD | -69.0% | -46.7% | -22.3% | -65.3% |
| 1Y | -54.0% | -48.3% | -5.7% | -48.0% |
| 3Y | +38.0% | +38.8% | -0.8% | +14.3% |
| 5Y | -81.0% | +77.7% | -158.7% | -86.1% |
| All | -78.9% | +330.8% | -409.8% | -84.6% |
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