+4.5%
TSLA vs AXON
-35.0%
+39.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -3.4% | -11.0% | +7.6% | -1.6% |
| 30D | +9.2% | -24.7% | +34.0% | +13.8% |
| 3M | -4.7% | +7.0% | -11.7% | -5.3% |
| 6M | -8.9% | -9.6% | +0.7% | -8.8% |
| YTD | -19.2% | -15.7% | -3.5% | -20.0% |
| 1Y | +4.5% | -35.9% | +40.5% | +2.2% |
| All | +4.5% | -35.0% | +39.5% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling