+273.1%
TSM vs AXON
+179.8%
+93.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.2% | +7.0% | +3.7% |
| 7D | +2.7% | -14.2% | +16.9% | +5.9% |
| 30D | +3.6% | -15.4% | +19.0% | +6.4% |
| 3M | -3.4% | +0.5% | -3.9% | -5.3% |
| 6M | +20.6% | -9.5% | +30.1% | +20.1% |
| YTD | +41.9% | -9.2% | +51.1% | +39.8% |
| 1Y | +84.4% | -29.4% | +113.7% | +92.5% |
| 3Y | +380.2% | +139.4% | +240.8% | +241.2% |
| All | +273.1% | +179.8% | +93.3% | +130.3% |
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 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