+457.2%
AXON vs TW
+298.0%
+159.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | -19.7% | +3.2% | -22.9% | -20.9% |
| 30D | -25.7% | +19.7% | -45.4% | -31.7% |
| 3M | -48.8% | +26.8% | -75.6% | -54.2% |
| 6M | -22.0% | +20.9% | -42.9% | -29.3% |
| YTD | -45.9% | +22.9% | -68.8% | -51.8% |
| 1Y | -46.1% | +20.4% | -66.4% | -51.5% |
| 3Y | +40.9% | +42.9% | -2.0% | +13.9% |
| 5Y | +80.2% | +40.2% | +40.0% | +44.1% |
| All | +457.2% | +298.0% | +159.1% | +180.0% |
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