-56.8%
TSLL vs AXON
+174.0%
-230.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -18.2% | +26.8% | +16.8% |
| 7D | -21.2% | -26.8% | +5.6% | -9.9% |
| 30D | -13.3% | -22.9% | +9.6% | -3.4% |
| 3M | +15.4% | -40.1% | +55.5% | +43.8% |
| 6M | -34.2% | -18.9% | -15.3% | -31.5% |
| YTD | -52.9% | -44.9% | -8.0% | -42.1% |
| 1Y | -54.3% | -46.7% | -7.7% | -43.1% |
| 3Y | -18.4% | +44.3% | -62.7% | -38.7% |
| All | -56.8% | +174.0% | -230.9% | -77.3% |
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