-12.3%
TLT vs AXON
+1,048.6%
-1,060.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -0.3% | -27.4% | +27.1% | -0.2% |
| 30D | +3.7% | -28.5% | +32.2% | +3.8% |
| 3M | -0.7% | -49.3% | +48.6% | -0.6% |
| 6M | -4.2% | -25.0% | +20.8% | -4.1% |
| YTD | -4.0% | -46.7% | +42.8% | -3.9% |
| 1Y | -5.8% | -48.3% | +42.4% | -5.8% |
| 3Y | +4.1% | +38.8% | -34.7% | +4.7% |
| 5Y | -34.8% | +77.7% | -112.5% | -34.4% |
| 10Y | -12.3% | +1,028.0% | -1,040.4% | -7.6% |
| All | -12.3% | +1,048.6% | -1,060.9% | -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