+1,180.9%
AXON vs TSEM
+879.4%
+301.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.9% | -14.0% | -5.3% |
| 7D | -28.7% | -2.0% | -26.8% | -28.8% |
| 30D | -28.3% | -33.4% | +5.1% | -23.0% |
| 3M | -46.9% | -39.7% | -7.2% | -42.4% |
| 6M | -24.9% | -27.8% | +3.0% | -26.2% |
| YTD | -46.6% | +29.7% | -76.3% | -57.2% |
| 1Y | -49.7% | +81.1% | -130.8% | -64.1% |
| 3Y | +40.6% | +529.3% | -488.7% | -35.1% |
| 5Y | +71.9% | +315.0% | -243.1% | -12.3% |
| 10Y | +1,180.9% | +865.7% | +315.2% | +440.6% |
| All | +1,180.9% | +879.4% | +301.5% | +440.6% |
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