-33.1%
AXON vs TSEM
+233.1%
-266.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -3.1% |
| 7D | -3.3% | +4.7% | -8.1% | -3.2% |
| 30D | -17.8% | -14.2% | -3.6% | -18.2% |
| 3M | +8.3% | -5.0% | +13.3% | +7.3% |
| 6M | -12.4% | +87.6% | -99.9% | -17.5% |
| YTD | -13.7% | +84.4% | -98.2% | -19.0% |
| 1Y | -33.1% | +235.4% | -268.5% | -42.8% |
| All | -33.1% | +233.1% | -266.1% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling