+63.2%
AXON vs TLN
+710.8%
-647.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.8% | +5.5% | +3.1% |
| 7D | +0.8% | +11.0% | -10.3% | -1.0% |
| 30D | -22.8% | +4.9% | -27.7% | -23.7% |
| 3M | -48.8% | +4.9% | -53.7% | -49.7% |
| 6M | -16.3% | +7.1% | -23.4% | -19.8% |
| YTD | -44.5% | +0.3% | -44.8% | -46.7% |
| 1Y | -43.4% | +5.9% | -49.3% | -46.6% |
| 3Y | +44.3% | +578.5% | -534.2% | -0.3% |
| All | +63.2% | +710.8% | -647.6% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling