-7.4%
TEL vs AXON
-44.3%
+36.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.9% |
| 7D | +4.5% | +0.8% | +3.7% | +4.4% |
| 30D | +2.9% | -22.8% | +25.7% | +5.4% |
| 3M | +1.1% | -48.8% | +49.9% | +7.4% |
| 6M | +5.0% | -16.3% | +21.3% | +6.2% |
| YTD | -3.9% | -44.5% | +40.6% | +2.2% |
| 1Y | -7.4% | -43.4% | +36.0% | -3.7% |
| All | -7.4% | -44.3% | +36.8% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling