+144.6%
TOST vs AXON
+40.0%
+104.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +3.0% | -27.4% | +30.3% | +13.2% |
| 30D | +10.3% | -28.5% | +38.7% | +21.7% |
| 3M | -3.3% | -49.3% | +46.0% | +18.8% |
| 6M | +37.8% | -25.0% | +62.8% | +44.4% |
| YTD | -2.8% | -46.7% | +43.9% | +12.8% |
| 1Y | -9.6% | -48.3% | +38.7% | +5.9% |
| 3Y | +144.6% | +38.8% | +105.8% | +104.9% |
| All | +144.6% | +40.0% | +104.7% | +104.9% |
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