+56.7%
TOST vs AXON
+140.4%
-83.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +1.5% |
| 7D | -3.4% | -14.2% | +10.7% | +1.5% |
| 30D | -2.4% | -15.4% | +13.0% | +2.0% |
| 3M | +34.6% | +0.5% | +34.1% | +31.0% |
| 6M | +15.2% | -9.5% | +24.7% | +15.1% |
| YTD | -4.4% | -9.2% | +4.8% | -5.7% |
| 1Y | -17.4% | -29.4% | +12.0% | -12.0% |
| All | +56.7% | +140.4% | -83.7% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling