+23.2%
TOST vs AXON
-3.4%
+26.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.8% | +9.2% | +2.2% |
| 7D | +11.6% | -12.7% | +24.3% | +15.9% |
| 30D | +16.2% | -8.6% | +24.8% | +18.9% |
| 3M | +1.0% | -37.2% | +38.3% | +14.7% |
| 6M | +23.2% | +0.5% | +22.7% | +5.1% |
| All | +23.2% | -3.4% | +26.6% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling