+182.3%
AXON vs TW
+23.1%
+159.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.5% |
| 7D | -14.2% | -2.3% | -11.8% | -13.2% |
| 30D | -15.4% | +3.9% | -19.3% | -16.9% |
| 3M | +0.5% | +5.7% | -5.2% | -2.7% |
| 6M | -9.5% | -14.5% | +5.0% | -4.0% |
| YTD | -9.2% | -0.9% | -8.3% | -10.4% |
| 1Y | -29.4% | -13.5% | -15.9% | -25.7% |
| 3Y | +139.4% | +25.0% | +114.4% | +103.7% |
| All | +182.3% | +23.1% | +159.1% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling