-79.7%
TE vs AXON
+71.5%
-151.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -18.2% | +21.7% | +9.3% |
| 7D | -12.6% | -26.8% | +14.2% | -3.9% |
| 30D | -36.7% | -22.9% | -13.8% | -31.5% |
| 3M | -57.5% | -40.1% | -17.4% | -50.3% |
| 6M | -55.2% | -18.9% | -36.3% | -53.7% |
| YTD | -64.7% | -44.9% | -19.8% | -59.2% |
| 1Y | -35.9% | -46.7% | +10.8% | -24.9% |
| 3Y | -31.8% | +44.3% | -76.1% | -56.7% |
| All | -79.7% | +71.5% | -151.2% | -89.0% |
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