+67.6%
TEL vs AXON
+134.7%
-67.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.6% |
| 7D | -1.4% | -2.5% | +1.0% | -1.2% |
| 30D | -4.9% | -11.5% | +6.6% | -3.9% |
| 3M | +0.1% | +7.3% | -7.2% | -1.2% |
| 6M | +0.4% | -11.9% | +12.3% | +0.9% |
| YTD | -8.9% | -11.0% | +2.1% | -9.0% |
| 1Y | -0.3% | -31.8% | +31.4% | +2.1% |
| 3Y | +67.6% | +135.4% | -67.8% | +33.9% |
| All | +67.6% | +134.7% | -67.1% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling