+1,472.1%
AXTI vs TCOM
-9.8%
+1,481.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +5.1% | -4.9% | +10.0% | +7.2% |
| 30D | -17.5% | -14.4% | -3.1% | -12.5% |
| 3M | -26.7% | -17.7% | -9.0% | -21.5% |
| 6M | +36.8% | -25.1% | +61.9% | +51.9% |
| YTD | +296.1% | -45.7% | +341.9% | +395.3% |
| 1Y | +1,810.6% | -47.9% | +1,858.5% | +2,330.7% |
| 3Y | +2,587.6% | +8.9% | +2,578.6% | +2,314.3% |
| 5Y | +601.7% | +26.9% | +574.9% | +437.5% |
| All | +1,472.1% | -9.8% | +1,481.9% | +1,286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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