-35.1%
TLT vs AXON
+81.2%
-116.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.2% | -1.4% |
| 7D | -2.7% | -19.7% | +17.0% | -2.2% |
| 30D | +2.2% | -25.7% | +27.9% | +2.8% |
| 3M | -1.7% | -48.8% | +47.1% | -0.2% |
| 6M | -4.0% | -22.0% | +18.0% | -3.6% |
| YTD | -4.9% | -45.9% | +41.0% | -3.9% |
| 1Y | -7.4% | -46.1% | +38.7% | -6.3% |
| 3Y | +3.0% | +40.9% | -37.9% | -0.7% |
| 5Y | -35.1% | +80.2% | -115.3% | -39.3% |
| All | -35.1% | +81.2% | -116.3% | -39.3% |
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