-14.0%
TSCO vs AXON
+134.7%
-148.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.0% |
| 7D | +1.7% | -2.5% | +4.2% | +1.8% |
| 30D | +2.8% | -11.5% | +14.3% | +3.4% |
| 3M | +17.9% | +7.3% | +10.6% | +16.9% |
| 6M | -28.6% | -11.9% | -16.6% | -28.9% |
| YTD | -28.0% | -11.0% | -17.0% | -28.2% |
| 1Y | -39.9% | -31.8% | -8.1% | -39.1% |
| 3Y | -14.0% | +135.4% | -149.4% | -30.7% |
| All | -14.0% | +134.7% | -148.7% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling