+400.7%
TXN vs AXON
+1,813.9%
-1,413.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | +2.0% | -11.0% | +13.0% | +3.8% |
| 30D | -8.0% | -24.7% | +16.8% | -3.9% |
| 3M | -7.8% | +7.0% | -14.7% | -10.1% |
| 6M | +32.4% | -9.6% | +42.1% | +31.7% |
| YTD | +51.7% | -15.7% | +67.4% | +51.2% |
| 1Y | +44.3% | -35.9% | +80.2% | +50.8% |
| 3Y | +71.3% | +123.0% | -51.7% | +30.6% |
| 5Y | +56.4% | +166.3% | -109.9% | +10.1% |
| All | +400.7% | +1,813.9% | -1,413.2% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling