-18.9%
AXON vs TTMI
-59.7%
+40.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +6.9% | -25.1% | -17.4% |
| 7D | -26.8% | -19.8% | -7.0% | -28.0% |
| 30D | -22.9% | -48.1% | +25.2% | -28.2% |
| 3M | -40.1% | -51.2% | +11.1% | -44.6% |
| 6M | -18.9% | -59.6% | +40.7% | -25.3% |
| All | -18.9% | -59.7% | +40.8% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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