-47.3%
TE vs AXON
+179.8%
-227.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +2.7% |
| 7D | -4.0% | -14.2% | +10.2% | +0.9% |
| 30D | -15.9% | -15.4% | -0.5% | -11.8% |
| 3M | -60.5% | +0.5% | -61.0% | -61.2% |
| 6M | -35.2% | -9.5% | -25.7% | -34.9% |
| YTD | -31.1% | -9.2% | -21.9% | -31.6% |
| 1Y | +148.6% | -29.4% | +178.0% | +162.1% |
| 3Y | -26.4% | +139.4% | -165.8% | -59.2% |
| All | -47.3% | +179.8% | -227.2% | -76.9% |
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