-45.7%
TOST vs AXON
+194.0%
-239.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +2.1% |
| 7D | -3.4% | -14.2% | +10.7% | +3.5% |
| 30D | -2.4% | -15.4% | +13.0% | +3.6% |
| 3M | +34.6% | +0.5% | +34.1% | +29.2% |
| 6M | +15.2% | -9.5% | +24.7% | +15.1% |
| YTD | -4.4% | -9.2% | +4.8% | -6.3% |
| 1Y | -17.4% | -29.4% | +12.0% | -9.2% |
| 3Y | +54.5% | +139.4% | -85.0% | -33.1% |
| All | -45.7% | +194.0% | -239.7% | -81.7% |
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