+3,473.2%
TMO vs AXON
+61,951.8%
-58,478.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | +4.0% | -22.8% | +26.8% | +6.6% |
| 3M | +17.6% | -48.8% | +66.4% | +25.7% |
| 6M | +57.3% | -16.3% | +73.6% | +58.1% |
| YTD | +21.2% | -44.5% | +65.6% | +26.5% |
| 1Y | +21.1% | -43.4% | +64.5% | +26.2% |
| 3Y | +58.8% | +44.3% | +14.6% | +44.7% |
| 5Y | +11.8% | +85.1% | -73.3% | -2.8% |
| 10Y | +376.2% | +1,060.5% | -684.3% | +223.8% |
| All | +3,473.2% | +61,951.8% | -58,478.7% | +1,521.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling