-60.9%
TSLL vs AXON
-32.2%
-28.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.8% | -12.1% | -18.0% |
| 7D | -28.9% | -12.7% | -16.2% | -24.6% |
| 30D | -21.4% | -8.6% | -12.8% | -18.0% |
| 3M | +5.0% | -37.2% | +42.2% | +23.8% |
| 6M | -36.6% | +0.5% | -37.1% | -36.5% |
| YTD | -56.6% | -32.6% | -24.0% | -53.0% |
| 1Y | -60.9% | -40.2% | -20.7% | -53.5% |
| All | -60.9% | -32.2% | -28.7% | -53.5% |
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 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