-31.8%
AXON vs TW
-13.1%
-18.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.5% |
| 7D | -2.5% | -3.5% | +1.0% | -1.9% |
| 30D | -11.5% | +0.5% | -12.0% | -11.5% |
| 3M | +7.3% | +4.9% | +2.4% | +5.4% |
| 6M | -11.9% | -17.1% | +5.2% | -11.0% |
| YTD | -11.0% | -3.9% | -7.2% | -8.8% |
| 1Y | -31.8% | -13.3% | -18.5% | -31.0% |
| All | -31.8% | -13.1% | -18.7% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling