+1,016.4%
AXON vs TSEM
+873.2%
+143.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -19.7% | +20.5% | -40.2% | -23.0% |
| 30D | -25.7% | -29.0% | +3.3% | -21.2% |
| 3M | -48.8% | -39.4% | -9.4% | -44.4% |
| 6M | -22.0% | -28.5% | +6.5% | -22.8% |
| YTD | -45.9% | +34.4% | -80.4% | -57.0% |
| 1Y | -46.1% | +48.3% | -94.4% | -58.6% |
| 3Y | +40.9% | +543.5% | -502.6% | -35.4% |
| 5Y | +80.2% | +331.4% | -251.2% | -9.2% |
| All | +1,016.4% | +873.2% | +143.1% | +314.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling