-34.6%
TLT vs AXON
+71.5%
-106.1%
-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 | -0.3% | -40.1% | +39.7% | +0.8% |
| 6M | -3.4% | -18.9% | +15.5% | -3.1% |
| YTD | -3.1% | -44.9% | +41.8% | -2.1% |
| 1Y | -5.2% | -46.7% | +41.5% | -4.1% |
| 3Y | +6.5% | +44.3% | -37.9% | +2.4% |
| All | -34.6% | +71.5% | -106.1% | -38.7% |
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