+7.4%
TMO vs AXON
+167.4%
-160.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.8% |
| 7D | -0.5% | -3.3% | +2.9% | -0.1% |
| 30D | +1.0% | -17.8% | +18.8% | +3.2% |
| 3M | +22.7% | +8.3% | +14.4% | +20.5% |
| 6M | +19.0% | -12.4% | +31.4% | +18.9% |
| YTD | +4.7% | -13.7% | +18.5% | +4.4% |
| 1Y | +26.0% | -33.1% | +59.1% | +28.8% |
| 3Y | +18.0% | +128.2% | -110.2% | -5.9% |
| All | +7.4% | +167.4% | -160.0% | -25.7% |
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