-20.0%
AXON vs TKO
+8.0%
-28.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.2% |
| 7D | -25.6% | +3.1% | -28.8% | -26.7% |
| 30D | -23.9% | +15.0% | -38.9% | -29.1% |
| 3M | -50.4% | +2.9% | -53.3% | -50.9% |
| 6M | -20.0% | +9.0% | -29.0% | -30.8% |
| All | -20.0% | +8.0% | -28.1% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling