-44.4%
TOST vs AXON
+72.9%
-117.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.7% |
| 7D | +4.0% | -28.7% | +32.8% | +20.1% |
| 30D | +11.1% | -28.3% | +39.4% | +27.6% |
| 3M | +0.8% | -46.9% | +47.7% | +31.8% |
| 6M | +38.8% | -24.9% | +63.7% | +47.2% |
| YTD | -2.1% | -46.6% | +44.5% | +20.6% |
| 1Y | -6.0% | -49.7% | +43.7% | +19.2% |
| 3Y | +149.8% | +40.6% | +109.2% | +37.1% |
| 5Y | -42.8% | +71.9% | -114.6% | -75.5% |
| All | -44.4% | +72.9% | -117.2% | -76.4% |
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