+20.8%
TMUS vs AXON
+31.7%
-10.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.1% | +7.3% | +4.1% |
| 7D | +5.3% | -28.7% | +34.1% | +4.8% |
| 30D | +13.5% | -28.3% | +41.9% | +13.0% |
| 3M | -4.2% | -46.9% | +42.7% | -4.9% |
| 6M | -11.9% | -24.9% | +13.0% | -12.0% |
| YTD | -15.6% | -46.6% | +31.0% | -15.5% |
| 1Y | -16.8% | -49.7% | +32.9% | -16.5% |
| 3Y | +20.8% | +40.6% | -19.8% | +19.7% |
| All | +20.8% | +31.7% | -10.9% | +19.7% |
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