+143.0%
AXON vs TSEM
+629.0%
-486.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.8% | -12.0% | -5.0% |
| 7D | -14.2% | +6.9% | -21.0% | -14.8% |
| 30D | -15.4% | +5.3% | -20.7% | -16.3% |
| 3M | +0.5% | -14.9% | +15.4% | +0.4% |
| 6M | -9.5% | +80.0% | -89.5% | -26.0% |
| YTD | -9.2% | +89.4% | -98.6% | -27.8% |
| 1Y | -29.4% | +253.1% | -282.5% | -54.9% |
| All | +143.0% | +629.0% | -486.0% | +27.2% |
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