+3,029.7%
TMO vs AXON
+101,343.3%
-98,313.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.3% |
| 7D | -1.4% | -14.2% | +12.8% | +0.3% |
| 30D | +6.2% | -15.4% | +21.6% | +7.8% |
| 3M | +27.5% | +0.5% | +27.0% | +26.5% |
| 6M | +20.0% | -9.5% | +29.5% | +19.9% |
| YTD | +6.1% | -9.2% | +15.3% | +5.6% |
| 1Y | +25.8% | -29.4% | +55.2% | +28.3% |
| 3Y | +11.2% | +139.4% | -128.2% | -3.7% |
| 5Y | +9.6% | +178.9% | -169.3% | -8.6% |
| 10Y | +317.8% | +1,840.8% | -1,523.0% | +169.4% |
| All | +3,029.7% | +101,343.3% | -98,313.7% | +1,253.4% |
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