+44.3%
AXON vs TSEM
+547.1%
-502.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.9% | +9.7% | +3.3% |
| 7D | +0.8% | +7.0% | -6.2% | 0.0% |
| 30D | -22.8% | -29.8% | +7.0% | -20.4% |
| 3M | -48.8% | -41.9% | -6.8% | -46.4% |
| 6M | -16.3% | -45.8% | +29.5% | -13.5% |
| YTD | -44.5% | +25.1% | -69.6% | -54.3% |
| 1Y | -43.4% | +48.2% | -91.6% | -55.9% |
| 3Y | +44.3% | +476.5% | -432.2% | -26.5% |
| All | +44.3% | +547.1% | -502.8% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling