-52.1%
TSLL vs AXON
+165.4%
-217.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.1% | +14.0% | +12.3% |
| 7D | -14.3% | -28.7% | +14.4% | -1.0% |
| 30D | -6.2% | -28.3% | +22.2% | +7.9% |
| 3M | +21.2% | -46.9% | +68.1% | +59.4% |
| 6M | -36.6% | -24.9% | -11.7% | -31.3% |
| YTD | -47.8% | -46.6% | -1.1% | -35.0% |
| 1Y | -45.2% | -49.7% | +4.5% | -29.8% |
| 3Y | -3.3% | +40.6% | -43.8% | -26.7% |
| All | -52.1% | +165.4% | -217.6% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling