+1,304.8%
AXON vs TSN
+14.3%
+1,290.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.7% | -17.5% | -18.0% |
| 7D | -26.8% | +4.6% | -31.5% | -27.6% |
| 30D | -22.9% | +15.4% | -38.3% | -25.5% |
| 3M | -40.1% | +2.9% | -43.0% | -40.7% |
| 6M | -18.9% | -10.8% | -8.1% | -17.0% |
| YTD | -44.9% | +4.5% | -49.3% | -46.3% |
| 1Y | -46.7% | +19.5% | -66.2% | -50.1% |
| 3Y | +44.3% | +42.2% | +2.1% | +24.4% |
| 5Y | +71.4% | -14.2% | +85.6% | +72.0% |
| All | +1,304.8% | +14.3% | +1,290.6% | +1,095.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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