-43.8%
TOST vs AXON
+118.1%
-161.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.8% | +9.2% | +4.1% |
| 7D | +11.6% | -12.7% | +24.3% | +18.6% |
| 30D | +16.2% | -8.6% | +24.8% | +20.6% |
| 3M | +1.0% | -37.2% | +38.3% | +22.5% |
| 6M | +23.2% | +0.5% | +22.7% | +15.3% |
| YTD | -1.0% | -32.6% | +31.7% | +10.7% |
| 1Y | -9.9% | -40.2% | +30.3% | +7.2% |
| 3Y | +101.0% | +76.1% | +24.9% | -0.2% |
| 5Y | -40.4% | +109.5% | -149.9% | -76.5% |
| All | -43.8% | +118.1% | -161.9% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling