+323.5%
TSM vs AXON
+40.0%
+283.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -2.1% | -27.4% | +25.3% | +2.8% |
| 30D | -12.5% | -28.5% | +15.9% | -8.1% |
| 3M | -5.0% | -49.3% | +44.3% | +5.3% |
| 6M | -3.2% | -25.0% | +21.8% | -1.7% |
| YTD | +31.5% | -46.7% | +78.2% | +41.3% |
| 1Y | +35.7% | -48.3% | +84.0% | +46.7% |
| 3Y | +323.5% | +38.8% | +284.7% | +251.3% |
| All | +323.5% | +40.0% | +283.5% | +251.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling