+88.4%
AXON vs TSEM
+297.9%
-209.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.9% | +9.7% | +3.5% |
| 7D | +0.8% | +7.0% | -6.2% | -0.1% |
| 30D | -22.8% | -29.8% | +7.0% | -20.0% |
| 3M | -48.8% | -41.9% | -6.8% | -46.0% |
| 6M | -16.3% | -45.8% | +29.5% | -12.9% |
| YTD | -44.5% | +25.1% | -69.6% | -53.2% |
| 1Y | -43.4% | +48.2% | -91.6% | -54.4% |
| 3Y | +44.3% | +476.5% | -432.2% | -19.5% |
| All | +88.4% | +297.9% | -209.4% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling