-80.8%
TTD vs AXON
+179.8%
-260.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.2% | -2.6% |
| 7D | +6.3% | -14.2% | +20.5% | +13.0% |
| 30D | -23.9% | -15.4% | -8.5% | -20.1% |
| 3M | -31.4% | +0.5% | -31.9% | -34.3% |
| 6M | -42.7% | -9.5% | -33.2% | -43.4% |
| YTD | -62.0% | -9.2% | -52.8% | -63.2% |
| 1Y | -72.2% | -29.4% | -42.8% | -70.0% |
| 3Y | -81.9% | +139.4% | -221.4% | -92.9% |
| All | -80.8% | +179.8% | -260.7% | -95.0% |
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 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