+80.9%
TFC vs AXON
+1,048.6%
-967.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | -27.4% | +29.1% | +6.5% |
| 30D | +9.0% | -28.5% | +37.5% | +14.3% |
| 3M | -2.1% | -49.3% | +47.1% | +7.7% |
| 6M | +3.4% | -25.0% | +28.4% | +5.5% |
| YTD | +5.3% | -46.7% | +52.0% | +12.4% |
| 1Y | +16.2% | -48.3% | +64.4% | +24.5% |
| 3Y | +94.8% | +38.8% | +56.0% | +65.8% |
| 5Y | -0.7% | +77.7% | -78.4% | -21.9% |
| 10Y | +80.9% | +1,028.0% | -947.2% | 0.0% |
| All | +80.9% | +1,048.6% | -967.7% | 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 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