+1,643.1%
TSM vs AXON
+1,058.0%
+585.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.2% |
| 7D | +6.2% | +0.8% | +5.4% | +6.0% |
| 30D | -7.3% | -22.8% | +15.5% | -3.1% |
| 3M | -7.1% | -48.8% | +41.6% | +4.7% |
| 6M | +0.2% | -16.3% | +16.5% | +0.6% |
| YTD | +32.2% | -44.5% | +76.7% | +42.4% |
| 1Y | +42.8% | -43.4% | +86.2% | +53.1% |
| 3Y | +330.4% | +44.3% | +286.1% | +263.2% |
| 5Y | +263.9% | +85.1% | +178.8% | +179.9% |
| All | +1,643.1% | +1,058.0% | +585.1% | +920.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling