-84.6%
TTD vs AXON
+81.2%
-165.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.1% |
| 7D | +20.8% | -19.7% | +40.5% | +30.5% |
| 30D | +27.1% | -25.7% | +52.8% | +41.8% |
| 3M | +14.7% | -48.8% | +63.5% | +48.1% |
| 6M | -26.8% | -22.0% | -4.8% | -25.3% |
| YTD | -59.2% | -45.9% | -13.3% | -52.0% |
| 1Y | -64.7% | -46.1% | -18.6% | -58.5% |
| 3Y | -75.8% | +40.9% | -116.7% | -88.5% |
| 5Y | -84.6% | +80.2% | -164.8% | -95.2% |
| All | -84.6% | +81.2% | -165.7% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling