+323.9%
TMO vs AXON
+1,813.9%
-1,489.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | -2.5% | -11.0% | +8.6% | -1.0% |
| 30D | -0.3% | -24.7% | +24.4% | +3.1% |
| 3M | +25.3% | +7.0% | +18.3% | +23.1% |
| 6M | +20.9% | -9.6% | +30.5% | +20.6% |
| YTD | +4.3% | -15.7% | +20.0% | +4.5% |
| 1Y | +27.0% | -35.9% | +63.0% | +31.2% |
| 3Y | +17.5% | +123.0% | -105.5% | -1.8% |
| 5Y | +6.9% | +166.3% | -159.4% | -16.0% |
| All | +323.9% | +1,813.9% | -1,489.9% | +163.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling