+288.4%
TEL vs AXON
+1,027.4%
-739.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | +5.6% | -19.7% | +25.3% | +9.3% |
| 30D | +0.9% | -25.7% | +26.6% | +5.9% |
| 3M | +2.1% | -48.8% | +50.9% | +14.0% |
| 6M | +2.7% | -22.0% | +24.7% | +4.8% |
| YTD | -3.2% | -45.9% | +42.7% | +4.3% |
| 1Y | -10.6% | -46.1% | +35.5% | -3.6% |
| 3Y | +79.8% | +40.9% | +38.9% | +49.4% |
| 5Y | +43.3% | +80.2% | -36.9% | +8.1% |
| All | +288.4% | +1,027.4% | -739.0% | +112.3% |
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