-18.6%
TSLL vs AXTX
-92.0%
+73.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +21.0% | -10.1% | +8.1% |
| 7D | -14.3% | -29.2% | +14.9% | -11.2% |
| 30D | -6.2% | -69.6% | +63.4% | +4.5% |
| 3M | +21.2% | -86.5% | +107.7% | +39.6% |
| 6M | -36.6% | -96.4% | +59.8% | -26.7% |
| All | -18.6% | -92.0% | +73.4% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling