+198.3%
TSCO vs AXON
+1,027.4%
-829.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +0.1% | -19.7% | +19.8% | +2.7% |
| 30D | +8.7% | -25.7% | +34.4% | +12.6% |
| 3M | +1.2% | -48.8% | +50.0% | +9.8% |
| 6M | +21.6% | -22.0% | +43.5% | +23.5% |
| YTD | -25.3% | -45.9% | +20.6% | -21.1% |
| 1Y | -33.0% | -46.1% | +13.1% | -29.2% |
| 3Y | -2.3% | +40.9% | -43.2% | -15.4% |
| 5Y | -9.2% | +80.2% | -89.4% | -27.3% |
| All | +198.3% | +1,027.4% | -829.2% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling