+185.6%
TSCO vs AXON
+1,813.9%
-1,628.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -3.1% | -11.0% | +7.9% | -1.6% |
| 30D | -4.4% | -24.7% | +20.4% | -1.0% |
| 3M | +9.7% | +7.0% | +2.7% | +7.7% |
| 6M | -32.4% | -9.6% | -22.8% | -32.6% |
| YTD | -31.7% | -15.7% | -16.0% | -31.6% |
| 1Y | -41.3% | -35.9% | -5.3% | -39.1% |
| 3Y | -18.3% | +123.0% | -141.3% | -33.2% |
| 5Y | -10.3% | +166.3% | -176.6% | -31.3% |
| All | +185.6% | +1,813.9% | -1,628.3% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AXON 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling