-33.3%
TLT vs AXON
+179.8%
-213.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | +0.3% |
| 7D | -0.4% | -14.2% | +13.7% | -0.1% |
| 30D | -0.6% | -15.4% | +14.8% | -0.2% |
| 3M | -2.7% | +0.5% | -3.2% | -2.9% |
| 6M | -5.6% | -9.5% | +3.9% | -5.6% |
| YTD | -2.8% | -9.2% | +6.4% | -2.9% |
| 1Y | -1.4% | -29.4% | +27.9% | -1.0% |
| 3Y | -1.6% | +139.4% | -141.0% | -6.4% |
| All | -33.3% | +179.8% | -213.1% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling