+44.3%
AXON vs TSEM
+468.0%
-423.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +4.8% | -23.0% | -18.6% |
| 7D | -26.8% | -17.5% | -9.3% | -25.5% |
| 30D | -22.9% | -44.7% | +21.8% | -18.6% |
| 3M | -40.1% | -38.9% | -1.2% | -37.7% |
| 6M | -18.9% | -36.7% | +17.8% | -19.6% |
| YTD | -44.9% | +17.0% | -61.9% | -54.4% |
| 1Y | -46.7% | +62.8% | -109.5% | -60.6% |
| 3Y | +44.3% | +471.3% | -427.0% | -31.3% |
| All | +44.3% | +468.0% | -423.7% | -31.3% |
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 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