+379.4%
TTD vs AXON
+1,834.2%
-1,454.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.2% | -2.5% |
| 7D | +6.3% | -14.2% | +20.5% | +13.3% |
| 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% | -43.7% |
| YTD | -62.0% | -9.2% | -52.8% | -63.4% |
| 1Y | -72.2% | -29.4% | -42.8% | -70.4% |
| 3Y | -81.9% | +139.4% | -221.4% | -91.0% |
| 5Y | -81.5% | +178.9% | -260.5% | -92.0% |
| All | +379.4% | +1,834.2% | -1,454.8% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling