+88.5%
TFC vs AXON
+1,304.2%
-1,215.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -18.2% | +17.3% | +1.9% |
| 7D | +1.2% | -26.8% | +28.0% | +5.8% |
| 30D | +8.3% | -22.9% | +31.2% | +12.3% |
| 3M | -5.2% | -40.1% | +34.9% | +1.6% |
| 6M | -0.8% | -18.9% | +18.1% | -0.1% |
| YTD | +3.4% | -44.9% | +48.3% | +9.9% |
| 1Y | +17.0% | -46.7% | +63.7% | +24.9% |
| 3Y | +86.2% | +44.3% | +41.8% | +57.3% |
| 5Y | -2.3% | +71.4% | -73.7% | -22.6% |
| All | +88.5% | +1,304.2% | -1,215.7% | -0.7% |
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 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