+2,584.6%
AXTI vs TFC
+92.6%
+2,492.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.3% |
| 7D | +15.1% | -2.5% | +17.6% | +16.7% |
| 30D | -12.3% | -2.8% | -9.5% | -11.0% |
| 3M | -24.1% | +2.1% | -26.3% | -27.1% |
| 6M | +46.0% | +10.1% | +35.9% | +29.6% |
| YTD | +295.7% | +5.4% | +290.3% | +264.0% |
| 1Y | +1,825.6% | +16.3% | +1,809.3% | +1,529.9% |
| All | +2,584.6% | +92.6% | +2,492.1% | +1,580.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 3y: compounded portfolio wealth divided by compounded TFC 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…
3y analysis · Full analysis span regression · 6 months rolling