-34.3%
TLT vs AXON
+71.5%
-105.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -18.2% | +18.2% | +0.5% |
| 7D | +0.1% | -26.8% | +26.9% | +0.9% |
| 30D | +6.2% | -22.9% | +29.1% | +6.8% |
| 3M | +0.1% | -40.1% | +40.1% | +1.2% |
| 6M | -3.0% | -18.9% | +15.9% | -2.7% |
| YTD | -2.7% | -44.9% | +42.2% | -1.7% |
| 1Y | -4.8% | -46.7% | +41.8% | -3.7% |
| 3Y | +6.9% | +44.3% | -37.4% | +2.9% |
| All | -34.3% | +71.5% | -105.8% | -38.4% |
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