+182.3%
AXON vs TT
+140.2%
+42.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.5% |
| 7D | -14.2% | -0.2% | -13.9% | -14.0% |
| 30D | -15.4% | -7.4% | -8.0% | -12.1% |
| 3M | +0.5% | -3.2% | +3.7% | +1.4% |
| 6M | -9.5% | +1.1% | -10.6% | -11.8% |
| YTD | -9.2% | +15.6% | -24.8% | -19.1% |
| 1Y | -29.4% | +9.2% | -38.5% | -35.1% |
| 3Y | +139.4% | +124.4% | +15.0% | +37.2% |
| All | +182.3% | +140.2% | +42.1% | +30.7% |
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