-31.8%
AXON vs TLN
-16.8%
-14.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.2% |
| 7D | -2.5% | +10.9% | -13.4% | -3.3% |
| 30D | -11.5% | -6.3% | -5.2% | -11.2% |
| 3M | +7.3% | -10.7% | +18.0% | +6.2% |
| 6M | -11.9% | +1.6% | -13.6% | -16.8% |
| YTD | -11.0% | -13.1% | +2.1% | -13.5% |
| 1Y | -31.8% | -15.1% | -16.7% | -36.1% |
| All | -31.8% | -16.8% | -14.9% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling