-46.0%
TSLL vs AXON
-40.7%
-5.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.8% | -8.2% | -6.9% |
| 7D | -9.4% | +0.2% | -9.7% | -9.6% |
| 30D | +1.6% | +3.0% | -1.4% | +0.5% |
| 3M | +29.4% | -30.1% | +59.5% | +43.9% |
| 6M | -20.1% | +7.7% | -27.9% | -21.8% |
| YTD | -44.5% | -25.3% | -19.2% | -43.9% |
| 1Y | -46.0% | -39.9% | -6.1% | -45.0% |
| All | -46.0% | -40.7% | -5.3% | -45.0% |
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