-37.0%
TSLL vs AXTX
-83.8%
+46.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +18.9% | -30.7% | -14.0% |
| 7D | +1.9% | +8.1% | -6.2% | +0.5% |
| 30D | +17.8% | -34.6% | +52.3% | +16.1% |
| 3M | -37.0% | -84.7% | +47.7% | -22.1% |
| All | -37.0% | -83.8% | +46.8% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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