-60.3%
TSLL vs AXON
+234.9%
-295.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.8% | -12.1% | -17.2% |
| 7D | -28.9% | -12.7% | -16.2% | -23.5% |
| 30D | -21.4% | -8.6% | -12.8% | -17.4% |
| 3M | +5.0% | -37.2% | +42.2% | +29.7% |
| 6M | -36.6% | +0.5% | -37.1% | -39.0% |
| YTD | -56.6% | -32.6% | -24.0% | -50.5% |
| 1Y | -60.9% | -40.2% | -20.7% | -52.5% |
| 3Y | -25.2% | +76.1% | -101.3% | -47.8% |
| All | -60.3% | +234.9% | -295.2% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling