+390.0%
TTWO vs AXON
+1,058.0%
-667.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.1% |
| 7D | +6.0% | +0.8% | +5.3% | +5.9% |
| 30D | +13.2% | -22.8% | +36.0% | +17.8% |
| 3M | -5.8% | -48.8% | +42.9% | +5.0% |
| 6M | +0.4% | -16.3% | +16.7% | +1.6% |
| YTD | -11.0% | -44.5% | +33.4% | -4.1% |
| 1Y | -4.1% | -43.4% | +39.3% | +2.9% |
| 3Y | +51.8% | +44.3% | +7.5% | +30.6% |
| 5Y | +21.3% | +85.1% | -63.8% | -4.3% |
| All | +390.0% | +1,058.0% | -667.9% | +186.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling