-49.1%
TSLL vs AXON
+176.2%
-225.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -4.9% |
| 7D | +17.8% | +0.8% | +17.1% | +17.1% |
| 30D | +8.2% | -22.8% | +31.0% | +20.2% |
| 3M | +20.9% | -48.8% | +69.6% | +61.7% |
| 6M | -37.5% | -16.3% | -21.2% | -35.6% |
| YTD | -44.5% | -44.5% | 0.0% | -32.2% |
| 1Y | -33.0% | -43.4% | +10.4% | -19.1% |
| 3Y | -6.4% | +44.3% | -50.6% | -30.0% |
| All | -49.1% | +176.2% | -225.3% | -73.4% |
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 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