-37.0%
TSLL vs AXON
+6.3%
-43.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.2% | -7.7% | -9.7% |
| 7D | +1.9% | -14.2% | +16.1% | +9.1% |
| 30D | +17.8% | -15.4% | +33.2% | +26.0% |
| 3M | -37.0% | +0.5% | -37.5% | -40.4% |
| All | -37.0% | +6.3% | -43.3% | -40.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling