-7.5%
TSCO vs AXON
+167.8%
-175.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -3.3% |
| 7D | -2.5% | -3.3% | +0.9% | -2.1% |
| 30D | -1.1% | -17.8% | +16.7% | +0.8% |
| 3M | +14.3% | +8.3% | +6.0% | +12.2% |
| 6M | -31.9% | -12.4% | -19.5% | -31.8% |
| YTD | -30.7% | -13.7% | -17.0% | -30.7% |
| 1Y | -41.1% | -33.1% | -8.0% | -39.3% |
| 3Y | -17.1% | +128.2% | -145.4% | -35.2% |
| 5Y | -7.5% | +170.5% | -178.0% | -34.7% |
| All | -7.5% | +167.8% | -175.3% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling