+436.9%
AXON vs TSLQ
-97.3%
+534.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.0% |
| 7D | -3.3% | -8.0% | +4.7% | -4.0% |
| 30D | -17.8% | -23.8% | +6.0% | -19.8% |
| 3M | +8.3% | -7.0% | +15.3% | +9.7% |
| 6M | -12.4% | -17.1% | +4.8% | -11.3% |
| YTD | -13.7% | +0.1% | -13.8% | -10.4% |
| 1Y | -33.1% | -51.2% | +18.1% | -34.8% |
| 3Y | +128.2% | -95.9% | +224.1% | +100.0% |
| All | +436.9% | -97.3% | +534.2% | +393.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling