+1,046.6%
AXON vs TKO
+1,121.1%
-74.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | +0.8% | +2.3% | -1.5% | 0.0% |
| 30D | -22.8% | +13.4% | -36.1% | -25.9% |
| 3M | -48.8% | -1.7% | -47.0% | -48.6% |
| 6M | -16.3% | +7.2% | -23.5% | -18.5% |
| YTD | -44.5% | -5.4% | -39.1% | -44.0% |
| 1Y | -43.4% | +8.7% | -52.1% | -45.5% |
| 3Y | +44.3% | +150.4% | -106.2% | +5.8% |
| 5Y | +85.1% | +276.6% | -191.5% | +14.5% |
| All | +1,046.6% | +1,121.1% | -74.5% | +456.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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