+320.5%
TMUS vs AXON
+5,966.7%
-5,646.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -2.8% |
| 7D | +0.1% | -14.2% | +14.2% | +2.5% |
| 30D | +5.3% | -15.4% | +20.6% | +7.4% |
| 3M | +3.1% | +0.5% | +2.7% | +1.6% |
| 6M | -16.5% | -9.5% | -7.0% | -17.0% |
| YTD | -9.2% | -9.2% | 0.0% | -10.7% |
| 1Y | -26.5% | -29.4% | +2.9% | -24.9% |
| 3Y | +39.0% | +139.4% | -100.4% | +7.7% |
| 5Y | +40.4% | +178.9% | -138.5% | +1.6% |
| 10Y | +303.7% | +1,840.8% | -1,537.1% | +75.6% |
| All | +320.5% | +5,966.7% | -5,646.2% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling