-55.4%
TSLL vs AXON
+351.5%
-406.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.2% | -7.7% | -9.9% |
| 7D | +1.9% | -14.2% | +16.1% | +9.3% |
| 30D | +17.8% | -15.4% | +33.2% | +26.5% |
| 3M | -37.0% | +0.5% | -37.5% | -38.0% |
| 6M | -37.7% | -9.5% | -28.2% | -36.8% |
| YTD | -51.4% | -9.2% | -42.2% | -51.7% |
| 1Y | -23.4% | -29.4% | +6.0% | -15.0% |
| 3Y | -30.8% | +139.4% | -170.2% | -58.1% |
| All | -55.4% | +351.5% | -406.9% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling