+166.8%
AXON vs TLN
+583.6%
-416.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.8% | -7.9% | -4.9% |
| 7D | -14.2% | +7.1% | -21.2% | -15.3% |
| 30D | -15.4% | -3.9% | -11.5% | -15.0% |
| 3M | +0.5% | -16.2% | +16.6% | +2.2% |
| 6M | -9.5% | -5.8% | -3.7% | -11.5% |
| YTD | -9.2% | -15.4% | +6.2% | -9.5% |
| 1Y | -29.4% | -16.7% | -12.7% | -29.7% |
| 3Y | +139.4% | +473.8% | -334.3% | +72.1% |
| All | +166.8% | +583.6% | -416.7% | +93.1% |
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 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