+89.2%
TER vs AXON
+84.3%
+4.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.3% | +4.0% | +7.4% |
| 7D | +5.9% | -25.6% | +31.5% | +12.4% |
| 30D | -30.8% | -23.9% | -6.9% | -27.0% |
| 3M | -29.9% | -50.4% | +20.5% | -19.6% |
| 6M | -27.5% | -20.0% | -7.4% | -27.7% |
| YTD | +37.5% | -44.5% | +81.9% | +48.0% |
| 1Y | +50.3% | -44.9% | +95.1% | +62.2% |
| 3Y | +204.9% | +44.7% | +160.2% | +104.0% |
| 5Y | +89.2% | +86.7% | +2.5% | 0.0% |
| All | +89.2% | +84.3% | +4.8% | 0.0% |
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