+56.6%
AXON vs TLN
+678.8%
-622.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -27.4% | +1.1% | -28.5% | -27.7% |
| 30D | -28.5% | -4.6% | -23.9% | -28.2% |
| 3M | -49.3% | +5.2% | -54.5% | -50.3% |
| 6M | -25.0% | -6.5% | -18.5% | -26.0% |
| YTD | -46.7% | -3.6% | -43.1% | -48.6% |
| 1Y | -48.3% | -8.2% | -40.0% | -49.6% |
| 3Y | +38.8% | +559.7% | -520.9% | -3.4% |
| All | +56.6% | +678.8% | -622.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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