-12.6%
TLT vs AXON
+1,058.0%
-1,070.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.1% |
| 30D | +1.0% | -22.8% | +23.8% | +1.1% |
| 3M | -2.7% | -48.8% | +46.0% | -2.6% |
| 6M | -4.1% | -16.3% | +12.1% | -4.0% |
| YTD | -5.4% | -44.5% | +39.1% | -5.3% |
| 1Y | -7.0% | -43.4% | +36.4% | -6.9% |
| 3Y | +2.8% | +44.3% | -41.4% | +3.4% |
| 5Y | -35.4% | +85.1% | -120.5% | -34.9% |
| All | -12.6% | +1,058.0% | -1,070.6% | -7.6% |
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