+0.5%
AXON vs TLN
-19.0%
+19.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.2% | -6.6% | -10.2% |
| 7D | -12.7% | -9.4% | -3.3% | -13.8% |
| 30D | -8.6% | -15.2% | +6.6% | -10.6% |
| 3M | -37.2% | -4.1% | -33.1% | -37.2% |
| 6M | +0.5% | -17.8% | +18.4% | -3.9% |
| All | +0.5% | -19.0% | +19.5% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling