+15.6%
TMUS vs AXON
+42.7%
-27.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -18.2% | +19.1% | +0.6% |
| 7D | +3.6% | -26.8% | +30.4% | +3.1% |
| 30D | -3.4% | -22.9% | +19.5% | -3.7% |
| 3M | -9.5% | -40.1% | +30.6% | -9.9% |
| 6M | -15.2% | -18.9% | +3.7% | -15.2% |
| YTD | -18.9% | -44.9% | +26.0% | -18.8% |
| 1Y | -17.7% | -46.7% | +29.0% | -17.5% |
| 3Y | +15.6% | +44.3% | -28.7% | +15.7% |
| All | +15.6% | +42.7% | -27.0% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling