+42.0%
TMUS vs AXON
+179.8%
-137.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -3.3% |
| 7D | +0.1% | -14.2% | +14.2% | +0.8% |
| 30D | +5.3% | -15.4% | +20.6% | +5.9% |
| 3M | +3.1% | +0.5% | +2.7% | +2.7% |
| 6M | -16.5% | -9.5% | -7.0% | -16.3% |
| YTD | -9.2% | -9.2% | 0.0% | -9.1% |
| 1Y | -26.5% | -29.4% | +2.9% | -25.0% |
| 3Y | +39.0% | +139.4% | -100.4% | +18.4% |
| All | +42.0% | +179.8% | -137.9% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling