+25.8%
TMO vs AXON
-28.9%
+54.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.2% |
| 7D | -1.4% | -14.2% | +12.8% | +0.4% |
| 30D | +6.2% | -15.4% | +21.6% | +7.9% |
| 3M | +27.5% | +0.5% | +27.0% | +26.0% |
| 6M | +20.0% | -9.5% | +29.5% | +16.9% |
| YTD | +6.1% | -9.2% | +15.3% | +3.6% |
| 1Y | +25.8% | -29.4% | +55.2% | +22.6% |
| All | +25.8% | -28.9% | +54.8% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling