-43.4%
TOST vs AXON
+141.8%
-185.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +4.6% |
| 7D | +10.7% | +0.2% | +10.5% | +10.5% |
| 30D | +17.7% | +3.0% | +14.7% | +15.8% |
| 3M | +4.6% | -30.1% | +34.8% | +20.9% |
| 6M | +20.3% | +7.7% | +12.5% | +9.5% |
| YTD | -0.4% | -25.3% | +24.9% | +6.4% |
| 1Y | -0.8% | -39.9% | +39.2% | +18.0% |
| 3Y | +102.2% | +95.2% | +7.0% | -4.1% |
| 5Y | -41.3% | +129.9% | -171.2% | -77.8% |
| All | -43.4% | +141.8% | -185.3% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling