-21.7%
TLT vs AXON
+1,854.8%
-1,876.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | +0.2% |
| 7D | -0.4% | -14.2% | +13.7% | -0.4% |
| 30D | -0.6% | -15.4% | +14.8% | -0.6% |
| 3M | -2.7% | +0.5% | -3.2% | -2.7% |
| 6M | -5.6% | -9.5% | +3.9% | -5.6% |
| YTD | -2.8% | -9.2% | +6.4% | -2.8% |
| 1Y | -1.4% | -29.4% | +27.9% | -1.5% |
| 3Y | -1.6% | +139.4% | -141.0% | -1.0% |
| 5Y | -33.8% | +178.9% | -212.7% | -33.4% |
| All | -21.7% | +1,854.8% | -1,876.4% | -15.7% |
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