+138.7%
AXON vs TW
+26.6%
+112.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.4% |
| 7D | -14.2% | -2.3% | -11.8% | -13.5% |
| 30D | -15.4% | +3.9% | -19.3% | -16.5% |
| 3M | +0.5% | +5.7% | -5.2% | -2.1% |
| 6M | -9.5% | -14.5% | +5.0% | -5.2% |
| YTD | -9.2% | -0.9% | -8.3% | -9.8% |
| 1Y | -29.4% | -13.5% | -15.9% | -25.8% |
| All | +138.7% | +26.6% | +112.1% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling