+135.4%
AXON vs TSLQ
-95.9%
+231.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.0% | +6.0% | -2.9% |
| 7D | -2.5% | -8.6% | +6.1% | -3.2% |
| 30D | -11.5% | -24.9% | +13.4% | -13.6% |
| 3M | +7.3% | -1.5% | +8.8% | +9.4% |
| 6M | -11.9% | -18.1% | +6.1% | -11.1% |
| YTD | -11.0% | -0.1% | -10.9% | -7.8% |
| 1Y | -31.8% | -51.4% | +19.6% | -33.5% |
| 3Y | +135.4% | -95.9% | +231.3% | +113.2% |
| All | +135.4% | -95.9% | +231.3% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling