+112,002.2%
AXON vs TSEM
+20.7%
+111,981.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.8% | -12.0% | -5.5% |
| 7D | -14.2% | +6.9% | -21.0% | -15.2% |
| 30D | -15.4% | +5.3% | -20.7% | -16.6% |
| 3M | +0.5% | -14.9% | +15.4% | +0.5% |
| 6M | -9.5% | +80.0% | -89.5% | -22.8% |
| YTD | -9.2% | +89.4% | -98.6% | -23.8% |
| 1Y | -29.4% | +253.1% | -282.5% | -47.5% |
| 3Y | +139.4% | +642.1% | -502.7% | +53.0% |
| 5Y | +178.9% | +659.1% | -480.2% | +74.3% |
| 10Y | +1,840.8% | +1,291.4% | +549.4% | +967.9% |
| All | +112,002.2% | +20.7% | +111,981.5% | +70,687.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling