+236.4%
TSM vs AXON
+71.5%
+164.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -18.2% | +24.5% | +10.0% |
| 7D | -7.6% | -26.8% | +19.3% | -2.0% |
| 30D | -20.5% | -22.9% | +2.4% | -16.7% |
| 3M | -10.0% | -40.1% | +30.1% | -1.4% |
| 6M | -10.1% | -18.9% | +8.8% | -9.8% |
| YTD | +24.5% | -44.9% | +69.4% | +34.9% |
| 1Y | +31.2% | -46.7% | +77.9% | +43.2% |
| 3Y | +322.0% | +44.3% | +277.6% | +229.0% |
| All | +236.4% | +71.5% | +164.9% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling