+40.8%
TSLA vs AXON
+141.6%
-100.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.2% | -1.7% | -4.8% |
| 7D | +1.5% | -14.2% | +15.7% | +5.4% |
| 30D | +10.1% | -15.4% | +25.5% | +14.2% |
| 3M | -15.4% | +0.5% | -15.9% | -16.6% |
| 6M | -12.8% | -9.5% | -3.3% | -12.4% |
| YTD | -21.3% | -9.2% | -12.1% | -21.8% |
| 1Y | +4.6% | -29.4% | +34.0% | +10.9% |
| All | +40.8% | +141.6% | -100.8% | -10.4% |
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 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