+109.5%
AXON vs TT
+128.8%
-19.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.4% | -5.4% | -7.7% |
| 7D | -12.7% | -9.0% | -3.7% | -8.6% |
| 30D | -8.6% | -17.6% | +9.0% | -0.1% |
| 3M | -37.2% | -18.7% | -18.6% | -31.0% |
| 6M | +0.5% | -17.4% | +17.9% | +8.2% |
| YTD | -32.6% | +1.5% | -34.2% | -36.6% |
| 1Y | -40.2% | -9.4% | -30.8% | -39.7% |
| 3Y | +76.1% | +85.1% | -9.0% | +10.1% |
| 5Y | +109.5% | +125.7% | -16.3% | -1.1% |
| All | +109.5% | +128.8% | -19.3% | -1.1% |
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