-44.5%
TOST vs AXON
+78.4%
-123.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -18.2% | +16.8% | +7.0% |
| 7D | +9.4% | -26.8% | +36.3% | +24.8% |
| 30D | +13.5% | -22.9% | +36.4% | +26.0% |
| 3M | -0.1% | -40.1% | +39.9% | +22.7% |
| 6M | +22.5% | -18.9% | +41.3% | +25.3% |
| YTD | -2.4% | -44.9% | +42.5% | +18.5% |
| 1Y | -4.7% | -46.7% | +42.0% | +17.5% |
| 3Y | +103.2% | +44.3% | +58.9% | +9.4% |
| 5Y | -41.2% | +71.4% | -112.6% | -74.9% |
| All | -44.5% | +78.4% | -123.0% | -76.8% |
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