+77.7%
AXON vs TT
+137.3%
-59.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -27.4% | +0.8% | -28.2% | -27.8% |
| 30D | -28.5% | -11.8% | -16.7% | -24.6% |
| 3M | -49.3% | -11.6% | -37.7% | -46.6% |
| 6M | -25.0% | -9.3% | -15.7% | -22.9% |
| YTD | -46.7% | +8.9% | -55.6% | -51.7% |
| 1Y | -48.3% | -2.2% | -46.0% | -49.9% |
| 3Y | +38.8% | +91.9% | -53.1% | -14.7% |
| 5Y | +77.7% | +136.0% | -58.3% | -17.7% |
| All | +77.7% | +137.3% | -59.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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