+448.9%
AXON vs TW
+291.9%
+156.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -27.4% | +3.1% | -30.5% | -28.4% |
| 30D | -28.5% | +16.7% | -45.2% | -33.4% |
| 3M | -49.3% | +25.2% | -74.4% | -54.3% |
| 6M | -25.0% | +19.5% | -44.5% | -31.7% |
| YTD | -46.7% | +21.0% | -67.7% | -52.2% |
| 1Y | -48.3% | +19.0% | -67.2% | -53.2% |
| 3Y | +38.8% | +40.7% | -1.9% | +13.0% |
| 5Y | +77.7% | +40.1% | +37.6% | +42.1% |
| All | +448.9% | +291.9% | +156.9% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling