+63.2%
AXON vs TLN
+716.6%
-653.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.6% | +3.5% |
| 7D | -25.6% | +15.9% | -41.5% | -27.5% |
| 30D | -23.9% | -0.3% | -23.6% | -24.1% |
| 3M | -50.4% | +5.8% | -56.3% | -51.4% |
| 6M | -20.0% | -1.2% | -18.8% | -21.8% |
| YTD | -44.5% | +1.0% | -45.5% | -46.8% |
| 1Y | -44.9% | +1.1% | -46.0% | -47.3% |
| 3Y | +44.7% | +591.7% | -547.0% | 0.0% |
| All | +63.2% | +716.6% | -653.4% | +13.5% |
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