+789.0%
AXON vs TW
+211.2%
+577.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -3.3% | -0.5% | -2.8% | -3.1% |
| 30D | -17.8% | -0.6% | -17.2% | -17.7% |
| 3M | +8.3% | +3.4% | +4.9% | +5.9% |
| 6M | -12.4% | -18.4% | +6.1% | -4.8% |
| YTD | -13.7% | -3.9% | -9.8% | -13.8% |
| 1Y | -33.1% | -13.3% | -19.7% | -30.0% |
| 3Y | +128.2% | +20.8% | +107.4% | +98.6% |
| 5Y | +170.5% | +20.3% | +150.2% | +131.8% |
| All | +789.0% | +211.2% | +577.7% | +400.8% |
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