+245.6%
AXON vs TSLQ
-97.8%
+343.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.8% | +10.0% | +3.6% |
| 7D | -25.6% | -7.3% | -18.3% | -25.9% |
| 30D | -23.9% | -13.2% | -10.7% | -24.6% |
| 3M | -50.4% | -37.6% | -12.8% | -52.3% |
| 6M | -20.0% | -9.3% | -10.7% | -18.3% |
| YTD | -44.5% | -19.1% | -25.4% | -43.2% |
| 1Y | -44.9% | -27.2% | -17.7% | -44.0% |
| 3Y | +44.7% | -97.1% | +141.8% | +22.2% |
| All | +245.6% | -97.8% | +343.4% | +212.7% |
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