+58.7%
TMO vs AXON
+40.7%
+18.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.4% |
| 7D | +3.3% | -19.7% | +23.0% | +4.6% |
| 30D | +5.5% | -25.7% | +31.2% | +7.3% |
| 3M | +16.1% | -48.8% | +64.9% | +20.9% |
| 6M | +52.6% | -22.0% | +74.5% | +53.4% |
| YTD | +21.0% | -45.9% | +67.0% | +23.2% |
| 1Y | +19.4% | -46.1% | +65.4% | +21.5% |
| All | +58.7% | +40.7% | +18.0% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling