-17.9%
TMUS vs AXON
-46.2%
+28.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.8% |
| 7D | +6.5% | -19.7% | +26.2% | +5.0% |
| 30D | +11.3% | -25.7% | +37.0% | +9.1% |
| 3M | -2.9% | -48.8% | +45.9% | -7.0% |
| 6M | -10.5% | -22.0% | +11.5% | -9.7% |
| YTD | -14.4% | -45.9% | +31.5% | -17.4% |
| 1Y | -17.9% | -46.1% | +28.2% | -20.9% |
| All | -17.9% | -46.2% | +28.3% | -20.9% |
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