-48.3%
AXON vs TLN
-8.6%
-39.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -27.4% | +1.1% | -28.5% | -27.1% |
| 30D | -28.5% | -4.6% | -23.9% | -28.0% |
| 3M | -49.3% | +5.2% | -54.5% | -49.3% |
| 6M | -25.0% | -6.5% | -18.5% | -25.3% |
| YTD | -46.7% | -3.6% | -43.1% | -48.5% |
| 1Y | -48.3% | -8.2% | -40.0% | -50.1% |
| All | -48.3% | -8.6% | -39.7% | -50.1% |
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