-82.3%
TTD vs AXON
+140.4%
-222.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.2% | -3.5% |
| 7D | +6.3% | -14.2% | +20.5% | +9.6% |
| 30D | -23.9% | -15.4% | -8.5% | -21.7% |
| 3M | -31.4% | +0.5% | -31.9% | -32.6% |
| 6M | -42.7% | -9.5% | -33.2% | -42.6% |
| YTD | -62.0% | -9.2% | -52.8% | -62.3% |
| 1Y | -72.2% | -29.4% | -42.8% | -70.9% |
| All | -82.3% | +140.4% | -222.7% | -88.6% |
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