+96.6%
TFC vs AXON
+140.4%
-43.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.5% |
| 7D | +2.4% | -14.2% | +16.6% | +3.8% |
| 30D | -1.3% | -15.4% | +14.1% | -0.1% |
| 3M | +6.1% | +0.5% | +5.6% | +5.3% |
| 6M | +7.3% | -9.5% | +16.8% | +7.6% |
| YTD | +8.2% | -9.2% | +17.4% | +8.1% |
| 1Y | +14.4% | -29.4% | +43.8% | +17.7% |
| All | +96.6% | +140.4% | -43.8% | +43.7% |
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 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