+465.1%
AXON vs TSLQ
-97.0%
+562.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +12.0% | -16.2% | -2.8% |
| 7D | -14.2% | -5.8% | -8.4% | -14.4% |
| 30D | -15.4% | -22.1% | +6.7% | -17.1% |
| 3M | +0.5% | +10.1% | -9.6% | +4.0% |
| 6M | -9.5% | -6.8% | -2.7% | -7.2% |
| YTD | -9.2% | +8.5% | -17.7% | -4.8% |
| 1Y | -29.4% | -49.7% | +20.3% | -31.0% |
| 3Y | +139.4% | -95.6% | +235.0% | +111.3% |
| All | +465.1% | -97.0% | +562.1% | +424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling