-74.8%
TTD vs AXON
+44.5%
-119.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.6% | +2.8% |
| 7D | +20.8% | -25.6% | +46.4% | +27.4% |
| 30D | +33.8% | -23.9% | +57.7% | +40.6% |
| 3M | +17.8% | -50.4% | +68.3% | +34.1% |
| 6M | -25.7% | -20.0% | -5.7% | -24.7% |
| YTD | -57.9% | -44.5% | -13.4% | -54.2% |
| 1Y | -63.8% | -44.9% | -19.0% | -60.7% |
| All | -74.8% | +44.5% | -119.3% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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