-17.7%
TMUS vs AXON
-50.2%
+32.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -18.2% | +19.1% | -0.4% |
| 7D | +3.6% | -26.8% | +30.4% | +1.5% |
| 30D | -3.4% | -22.9% | +19.5% | -4.9% |
| 3M | -9.5% | -40.1% | +30.6% | -12.0% |
| 6M | -15.2% | -18.9% | +3.7% | -14.0% |
| YTD | -18.9% | -44.9% | +26.0% | -21.3% |
| 1Y | -17.7% | -46.7% | +29.0% | -18.9% |
| All | -17.7% | -50.2% | +32.5% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling